02-21-2018 02:51 PM
I am fitting a Fine and Gray regression model to competing risks data. I am trying to compute the time-dependent AUC for this model, but the "plots=auc rocoptions(method=ipcw(cl seed=1234))" option does not work. I get the note "Neither concordance nor ROC analysis is performed when the EVENTCODE option in the MODEL statement is specified". However, I need that option to specify fitting a Fine and Gray regression. The data is coded as having Status 0 if censored, 1 if experience the event of interest, 2 if they experience the competing event. Here is my SAS code:
proc phreg data=train plots=auc rocoptions(method=ipcw(cl seed=1234)); class X1 X2; model Time*Status(0)=X1 X2/eventcode=1; run;
Any suggestions for how I can obtain the concordance index from a Fine and Gray regression model? Thanks in advance!
05-08-2018 04:45 PM
I emailed one of the authors of "Analyzing Survival Data with Competing Risks using SAS Software" in February 2018. They were quick to respond and said that the AUC and time dependent ROC method (using the IPCW) could be carried over to the Fine-Gray model, but that it was not yet available in PHREG and that it would be a future project.
For now, I am using the FGR function in the riskRegression package in R (https://cran.r-project.org/web/packages/riskRegression/riskRegression.pdf) for the Fine-Gray model, and the timeROC package in R to get the time-dependent AUC.