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

Timothy Copeland

Statistical Software Components from Boston College Department of Economics

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.

Language: Stata
Requires: Stata version 16
Keywords: competing risks; Fine-Gray; subdistribution hazard; cumulative incidence; survival analysis (search for similar items in EconPapers)
Date: 2026-04-08
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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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/f/finegray.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/finegray.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/f/finegray_phtest.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/finegray_predict.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_finegray_mata.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/finegray_phtest.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/f/finegray_predict.sthlp help file (text/plain)

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