We propose a method to analyse competing risks survival data when failure types are missing for some individuals. Our approach is based on a standard proportional hazards structure for each of the failure types, and involves the solution to estimating equations. We present consistent and asymptotically normal estimators of the regression coefficients and related score tests. An appealing feature is that individuals with known failure types make the same contributions as they would to a standard proportional hazards analysis. Contributions of individuals with unknown failure types are weighted according to the probability that they failed from the cause of interest. Efficiency and robustness are discussed. Results are illustrated with data from a breast cancer trial.