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FINEGRAY: Stata module for fast Fine-Gray competing risks regression

Author

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  • Tim Copeland

    (Department of Clinical Neuroscience, Karolinska Institutet)

Programming Language

Abstract

finegray fits the Fine and Gray (1999) subdistribution hazard model for competing risks data. It estimates subdistribution hazard ratios (SHR) that quantify the effect of covariates on the cumulative incidence of a cause of interest in the presence of competing events. The implementation uses a native Mata forward-backward scan algorithm that avoids data expansion entirely. Supports factor variables, robust/clustered SEs, stratified censoring distributions, CIF prediction, Schoenfeld residuals, and a proportional subdistribution hazards test.

Suggested Citation

  • Tim Copeland, 2026. "FINEGRAY: Stata module for fast Fine-Gray competing risks regression," Statistical Software Components S459666, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459666
    Note: This module should be installed from within Stata by typing "ssc install finegray". The module is made available under terms of the MIT license (https://opensource.org/licenses/MIT).
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    File URL: http://fmwww.bc.edu/repec/bocode/f/finegray.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/f/finegray.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/f/finegray_phtest.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/f/finegray_predict.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/_/_finegray_mata.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/f/finegray_phtest.sthlp
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    File URL: http://fmwww.bc.edu/repec/bocode/f/finegray_predict.sthlp
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