Estimands and Cumulative Incidence Function Regression in Clinical Trials: Some New Results on Interpretability and Robustness

ABSTRACT Regression analyses based on transformations of cumulative incidence functions are often adopted when modeling and testing for treatment effects in clinical trial settings involving competing and semi‐competing risks. Common frameworks include the Fine–Gray model and models based on direct binomial regression. Using large sample theory we derive the limiting values of treatment effect estimators based on such models when the data are generated according to multiplicative intensity‐based models, and show that the estimand is sensitive to several process features. The rejection rates of hypothesis tests based on cumulative incidence function regression models are also examined for null hypotheses of different types, based on which a robustness property is established. In such settings supportive secondary analyses of treatment effects are essential to ensure a full understanding of the nature of treatment effects. An application to a palliative study of individuals with breast cancer metastatic to bone is provided for illustration.