[R] Likelihood ratio test for competing risks regression

[Brant Inman]

R-helpers:
I have a question regarding the crr function of the cmprsk package for
performing competing risks regression.  Specifically, I was wondering
if the standard likelihood ratio test for a categorical covariate
applies.  For example:
----------------------------------------
# Make up a fake example using the PBC dataset in the survival package

attach(pbc)
stage2 <- ifelse(stage==2, 1, 0)
stage3 <- ifelse(stage==3, 1, 0)
stage4 <- ifelse(stage==4, 1, 0)
newstatus <- ifelse(status==1, 1, ifelse(status==0 & trt==1, 2, 0))

fit1 <- crr(ftime=time, fstatus=newstatus, cencode=0, failcode=1,
  cov1=(cbind(age, stage2, stage3, stage4)))
fit1
fit2 <- crr(ftime=time, fstatus=newstatus, cencode=0, failcode=1,
  cov1=(cbind(age)))

1 - pchisq(2*(fit1$loglik - fit2$loglik), df=3)
------------------------
If I was interested in the overall impact of "stage" as a predictor in
the fake model in fit1 (stage being represented by the 3 dummy
variables stage2, stage3 and stage4), would the LR test calculated in
the last line of code be valid?  Given the pseudolikelihood used in
the crr fit, I am not sure if this is a valid statistical test.

Thanks for any comments in advance,

Brant Inman
Mayo Clinic

----------------------------------------------------------
> sessionInfo()
R version 2.6.1 (2007-11-26)
i386-pc-mingw32
locale:
LC_COLLATE=English_United States.1252;LC_CTYPE=English_United
States.1252;LC_MONETARY=English_United
States.1252;LC_NUMERIC=C;LC_TIME=English_United States.1252
attached base packages:
[1] splines   grid      stats     graphics  grDevices utils     datasets
[8] methods   base
other attached packages:
[1] cmprsk_2.1-7       mitools_1.0        lme4_0.99875-9
[4] Matrix_0.999375-3  nlme_3.1-86        latticeExtra_0.3-1
[7] RColorBrewer_1.0-2 survival_2.34      MASS_7.2-39
[10] foreign_0.8-23     RGraphics_1.0-6    lattice_0.17-4
loaded via a namespace (and not attached):
[1] rcompgen_0.1-17
>