Question: What are the major pitfalls and assumptions for competing risk analysis?
I'm trying to learn competing risks and I use the
cmprsk package in R based upon Gray's algorithm. I've read Melania Pintilie's book, Competing Risks: A practical perspective, but although it's a very nice introduction to the field I lack a list of the common pitfalls. My mentor has warned me about the competing risk analysis still being a developing field and I would therefore really appreciate if I could get your opinions on this.
In the answer to this question it's mentioned:
just make sure that you understand what assumptions you are making
As I understand it the major assumption is the proportional hazards, similar to the Cox model, but other than that assumption I'm not sure that I know what other assumptions and pitfalls I'm to look out for.