How Dependent Causes of Death Can Make Risk Factors Appear Protective

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Abstract
It is shown, using the results of Slud and Rubinstein (1983, Biometrika 70, 643-649) in a specially constructed theoretical example, that competing latent failure times Ti and Ci and a two-level covariate Vi, if analyzed as though Ti and Ci are independent for each Vi level, can lead to exactly the wrong conclusion about the ordering of Pr(Ti .gtoreq. t { Vi = 1) and Pr(Ti .gtoreq. t } Vi = 0) for every t. This phenomenon can never be excluded on purely statistical grounds using such data and should be considered when interpreting data analyses involving competing risks.

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