@JuliaLMarcus @Iplaywithgerms This paper gives documentation on software (with causal reasoning, assumptions reviewed in appendix) for a parametric approach to estimating either "total effects" or "controlled direct effects" with competing events and time-varying

@Iplaywithgerms Total effects capture paths by which treatment affects competing event (e.g. protective total effect of lifesaving treatment on dementia may be wholly/partially due to effect on survival). Controlled direct effects do not capture these paths

@Iplaywithgerms More detailed reasoning on the difference and tradeoffs between total and controlled direct effects and causal reasoning in the point treatment context provided here along with description of some estimators and

@Iplaywithgerms If you are familiar with more robust approaches like IPW or even better TMLE for time-varying treatment, these are trivially adapted to go after the controlled direct effect by simply treating competing events like loss to follow-up (censoring). e.g.

@Iplaywithgerms Examples of IPW estimation of the total effect of a time-varying treatment described in Appendix D of this paper:
https://t.co/RNhcgTBMkb
And here
https://t.co/rMWmwFBWwV
Others in reference lists of above papers.