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, reporting subdistribution hazard ratios for the cumulative incidence of a cause of interest. It uses a native Mata forward-backward scan and never expands the data, so it scales to large risk sets. Data are declared with stset; compete() names the event-type variable and cause() the event of interest. Supported are delayed entry, censoring and entry strata, a stratified baseline subdistribution hazard, piecewise-constant time-varying effects, factor variables with margins support, sampling and frequency weights, mi estimate, and robust, nuisance-adjusted or cluster-robust standard errors. Postestimation provides finegray_predict (linear predictor, cumulative incidence, Schoenfeld residuals, baseline hazard), finegray_cif (cumulative incidence at chosen covariate profiles, with analytic or bootstrap confidence limits), and finegray_phtest (proportional subdistribution hazards diagnostic). Methods and formulas are documented in help finegray_methods.

Language: Stata
Requires: Stata version 16
Keywords: competing risks; Fine-Gray; subdistribution hazard; cumulative incidence; survival analysis; delayed entry; left truncation; inverse probability of censoring weighting; st (search for similar items in EconPapers)
Date: 2026-09-09
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/_/_finegray_assert_cardinality.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_finegray_bnb.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_finegray_check_data.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_finegray_check_level.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_finegray_display.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_finegray_fv_design.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_finegray_mata.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_finegray_resolve_baseline.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_finegray_weight_groups.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_finegray_weight_var.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/finegray_cif.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/finegray_cif.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/f/finegray_methods.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_phtest.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/f/finegray_predict.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/finegray_predict.sthlp help file (text/plain)

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