Decomposition of number of life years lost according to causes of death

We study the competing risks model and show that the cause j cumulative incidence function integrated from 0 to τ has a natural interpretation as the expected number of life years lost due to cause j before time τ . This is analogous to the τ ‐restricted mean lifetime, which is the survival function integrated from 0 to τ . It is discussed how the number of years lost may be related to subject‐specific explanatory variables in a regression model based on pseudo‐observations, and the method is exemplified using data from a bone marrow transplantation study. Finally, inclusion of standard mortality rates is discussed.