This paper deals with the competing risks model as a special case of a multi-state model. The properties of the model are reviewed and contrasted to the so-called latent failure time approach. The relation between the competing risks model and right-censoring is discussed and regression analysis of the cumulative incidence function briefly reviewed. Two real data examples are presented and a guide to the practitioner is given.
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Andersen et al. (2002) studied this question.
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