How can I plot hazard functions in Cox models with competing risks and time-dependent covariates?

[Season]

I am trying to build a Cox regression model and is planning to plot hazard functions. I learnt from SAS Help that SAS supports plotting hazard functions, with the basic code being as follows:

proc lifetest data=xxx plots=hazard;

I assume from professional knowledge that competing risks and time-dependent covariates may be needed in my Cox model. PROC LIFETEST itself is not a module for building Cox models. Yet it is a module that is capable of plotting hazard function when Cox proportional hazards model is built, which is the most basic and a very common situation. In short, if your data is eligible to build a Cox proportional hazards model, you can use the very same data to plot hazard functions in PROC LIFETEST.

But I wonder if (1) when both competing risks and time-dependent covariates are involved in the Cox model, can SAS still generate hazard function plots? (2) If so, how should I do this? Is there anything different from the situation where Cox proportional hazards model is built?

Thank you very much!

[PaigeMiller]

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@Season wrote:

(1) when both competing risks and time-dependent covariates are involved in the Cox model, can SAS still generate hazard function plots?

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My answer to questions like this, which boil down to "Can SAS do this", is always the same answer: refer to the ultimate authority on this matter, which is SAS itself. Try it and see.

[Season]

Well, I followed your suggestion and took a look at SAS Help of PROC LIFETEST once again. I admit that the process is fruitful, in that I saw the way of taking competing risks into account in TIME statement.

But I see nowhere of taking time-dependent covariates into account when I try to plot hazard function. What about that? Can SAS do that? (Sorry to have raised the question in the very same format once again, but I tried your method and is still stuck on that problem)