I have to estimate a competing risk model with 2 cause-specific risks, each
following its own MPH specification. I need to estimate each baseline hazard
flexibly (i.e. via dummies), and must allow for dependence between the
risks. Is there any code available for that in Stata? What about other
softwares?
(In fact, the model is (even) more complex than the standard competing risks
one, for it allows the realisation one of the risks (treatment) to affect
the realisation of other (outcome). In any case, I think that a code for the
typical competing risks will help a lot in the construction of the final one
I need).
Thanks a lot.
Miguel
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