  We consider estimation of the cumulative incidence function (CIF) in the
competing risks Cox model. We study three methods. Methods 1 and 2 are existing
methods while Method 3 is a newly-proposed method. Method 3 is constructed so
that the sum of the CIF's across all event types at the last observed event
time is guaranteed, assuming no ties, to be equal to 1. The performance of the
methods is examined in a simulation study, and the methods are illustrated on a
data example from the field of computer code comprehension. The newly-proposed
Method 3 exhibits performance comparable to that of Methods 1 and 2 in terms of
bias, variance, and confidence interval coverage rates. Thus, with our
newly-proposed estimator, the advantage of having the end-of-study total CIF
equal to 1 is achieved with no price to be paid in terms of performance.
