Additive-Multiplicative Cox-Aalen Subdistribution Hazard Model for Competing Risks

Implements the flexible additive-multiplicative Cox-Aalen subdistribution hazard regression model for competing risks data as proposed by Li and Long (2019) . The framework accommodates both time-varying non-parametric additive covariate effects through an Aalen (1980) additive model and constant multiplicative effects via a Cox proportional hazards structure, generalizing Scheike and Zhang (2002) and Martinussen and Scheike (2002) . Includes inverse probability of censoring weighting (IPCW) with both Kaplan-Meier weights (Fine and Gray, 1999 ) and covariate-dependent Cox censoring weights (He et al., 2016 ; Li and Long, 2019 ). Provides simultaneous estimating equations based on Huffer and McKeague (1991) , asymptotic sandwich variance estimation with censoring-weight martingale corrections, cumulative incidence function (CIF) prediction with pointwise confidence intervals, supremum-type goodness-of-fit tests for time-varying covariate effects, and Monte Carlo competing risks data simulation.