Yes, I'd be happy to help you with your question. A competing risk analysis is used to study the impact of one or more risks on an outcome of interest, taking into account the presence of other risks that may affect the outcome. In SAS, you can use the CRCPHREG procedure to perform a competing risk analysis with time-dependent covariates.
To use the CRCPHREG procedure, you will need to have your data organized in a specific way. First, you will need a variable that identifies each subject in your study. You will also need a time-variable that indicates the time at which the event of interest occurred or was censored. You will also need to have a variable that indicates the event type (e.g. the specific competing risk that occurred) and a variable that indicates whether the event was observed or censored.
Once you have your data organized in this way, you can use the CRCPHREG procedure to fit a competing risk model. Here is an example of how you might do this in SAS:
PROC CRCPHREG DATA=mydata;
MODEL event_time*event_type(0)=covariates;
RUN;
In this example, event_time is the time-variable, event_type is the variable indicating the event type, and covariates is a list of the covariates that you want to include in the model.
I hope this helps! If you have any other questions, please let me know.