Dynamic prediction by landmarking in competing risks

We propose an extension of the landmark model for ordinary survival data as a new approach to the problem of dynamic prediction in competing risks with time-dependent covariates. We fix a set of landmark time points tLM within the follow-up interval. For each of these landmark time points tLM, we create a landmark data set by selecting individuals at risk at tLM; we fix the value of the time-dependent covariate in each landmark data set at tLM. We assume Cox proportional hazard models for the cause-specific hazards and consider smoothing the (possibly) time-dependent effect of the covariate for the different landmark data sets. Fitting this model is possible within the standard statistical software. We illustrate the features of the landmark modelling on a real data set on bone marrow transplantation. Copyright (c) 2012 John Wiley & Sons, Ltd.