Dear Stata Users,

I have a question regarding the interpretation and comparability of the hazard ratios in a competing risk model obtained from the stcrreg command (Fine and Gray’s Model). I have two competing exit reasons: Exit 1 and Exit 2. When I obtain hazard ratios for my covariates from Exit =1 it looks like the following:

Code:
stcrreg Covariate 1 Covariate 2 Covariate 3, compete(failcode = 2 )
Cause
EXIT 1
Covariate 1 1.211
[1.32]
Covariate 2 0.0560*
[-1.70]
Covariate 3 0.2***
[2.70]
I interpret this as: “Covariate 3 lowers my probability of exit cause 1 by 80 %”
When I obtain hazard ratios for my covariates from Exit =2 it looks this:
Code:
stcrreg Covariate 1 Covariate 2 Covariate 3, compete(failcode = 1 )
Cause
Exit 2
Covariate 1 1.434**
[2.31]
Covariate 2 0.0409*
[-1.85]
Covariate 3 0.4***
[2.31]

I interpret this as: “Covariate 3 lowers my probability of exit cause 1 by 60 %”

My question: Can I compare the results from Model 1 and Model 2 in regard to covariate 3?
Is it right to interpret the difference (of 20 %) for covariate 3 between Exit 1 and Exit 2? So to say that “For individual with a higher covariate 3 the probability is 20 % lower experiencing exit 2 then exit 1?



Thanks a lot and regards,

John