To evaluate my hypothesis that females have worse treatment effectiveness compared to males in patients with axial spondyloarthritis, I wish to investigate reasons for discontinuation in addition to treatment retention rates.
First, I used Kaplan-Meier plots to investigate treatment survival and stratified by sex. This resulted in a highly significant and clinically relevant result. Second, I quantified this risk through univariable and multivariable Cox proportional-hazards model and assessed females' HR risk for discontinuation of treatment.
Now I wish to investigate my following outcome: reasons for discontinuation of treatment, classified as lack of efficacy (LE), adverse events (AE), other, and remission (RE).
Approach 1: Recode reasons for discontinuation into a new variable, with LE as 1 rest as 0. Similarly, recode a new variable with AE as 1 and the rest as 0. Use logistic regression (2x) to evaluate the probability of having AE/LE, compare between sexes, and calculate relative risk and risk difference.
Approach 2: Use the Cox proportional-hazards model with the same variable "time" as in the first analysis, but now recode "event AE" as 1 and censor observations as 0 if it is other than AE. Similarly, the same for LE. Then calculate females' risk for adverse events and lack of efficacy (i.e., HR) compared to males.
Which approach is more sensible? Is another approach better?