I'm attempting to make a competing risk survival model using the crr function (cmprsk) in R and through preliminary analysis, I want to transform two of my continuous variables with a restricted cubic spline transformation. Does anyone know of a way to do this akin to the rcs function in the rms package?
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You can use the splines
package when generating your model.matrix
For example. where cov3 and cov4 are your continuous variables that you would like to transform:
covariates <- model.matrix(~cov1 + cov2 + bs(cov3, ...) + ns(cov4, ...), data = df)[,-1]
model <- with(df, crr(ftime, fstatus, covariates, failcode = 1, cencode = 0))
...
can include the various options available to the bs
(B-spline) or ns
(natural cubic spline) functions.

Jon
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