The net reclassification improvement (NRI) and the integrated discrimination improvement (IDI) were originally proposed to characterize accuracy improvement in predicting a binary outcome, when new biomarkers are added to regression models. These two indices have been extended from binary outcomes to multi-categorical and survival outcomes. Working on an AIDS study where the onset of cognitive impairment is competing risk censored by death, we extend the NRI and the IDI to competing risk outcomes, by using cumulative incidence functions to quantify cumulative risks of competing events, and adopting the definitions of the two indices for multi-category outcomes. The “missing” category due to independent censoring is handled through inverse probability weighting. Various competing risk models are considered, such as the Fine and Gray, multistate, and multinomial logistic models. Estimation methods for the NRI and the IDI from competing risk data are presented. The inference for the NRI is constructed based on asymptotic normality of its estimator, and the bias-corrected and accelerated bootstrap procedure is used for the IDI. Simulations demonstrate that the proposed inferential procedures perform very well. The Multicenter AIDS Cohort Study is used to illustrate the practical utility of the extended NRI and IDI for competing risk outcomes.

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