A review of the use of time‐varying covariates in the Fine‐Gray subdistribution hazard competing risk regression model

In survival analysis, time‐varying covariates are covariates whose value can change during follow‐up. Outcomes in medical research are frequently subject to competing risks (events precluding the occurrence of the primary outcome). We review the types of time‐varying covariates and highlight the effect of their inclusion in the subdistribution hazard model. External time‐dependent covariates are external to the subject, can effect the failure...