You may need to put your interaction terms in programming statements inside the procedure if they involve the time variable. Then you can list them in the MODEL statement as well. This would be for so-called "time-dependent interactions with time" variables. ... View more

There is no log-rank test with PROC PHREG. You can get a log-rank test in PROC LIFETEST with the STRATA statement. ... View more

I don't know if PROC PSMATCH was based on TWANG or not but it does propensity score matching of treatment and control groups. ... View more

I think you should go with the start, stop counting-process syntax.   Your data are already in that form.  ... View more

You can try using the  CONCORDANCE option on the PROC PHREG statement.  I don't know if that's enabled, necessarily, for the competing risks analysis.   ... View more

Because you don't have a COVARIATES= option/data set you are getting the default behavior in the BASELINE statement of producing only the reference level of group.  You need to define a COVARIATES= option/data set where you specify both groups.   See the example in the documentation titled "Survival Curves" for an example of using the COVARIATES= option.  I think you would also need to use the CUMHAZ= keyword on the BASELINE statement.   ... View more

The only way to get a log-rank test at 12 months and 24 months would be to subset your data to those time intervals.  That is not really something we would recommend.   I don't see any other way to get a log-rank test at a specific time instead of over all the data.  ... View more

PHREG does not produce hazard estimates.  The underlying model is h(t) = ho(t) * exp(xbeta) where ho(t) is an unknown and unspecified baseline hazard.   Cox's method of partial likelihood does away with ho(t) but still estimates the coefficients.  These coefficients are exponentiated to give hazard ratios which is the main output of PHREG.  It you have time-dependent covariates (td-covars) defined by programming statements inside the PHREG step then, as you noticed, the OUTPUT and BASELINE statements are not available.   If you could use the model (t1, t2) counting-process style of input (cp-syntax) then the BASELINE statement could be used with the CUMHAZ= keyword to get cumulative (integrated) hazard estimates.  ... View more

unfortunately, PROC SURVEYPHREG does not have the EVENTCODE= option (like PROC PHREG does) to enable a competing risks analysis.  You could try using PHREG with a WEIGHT statement; the parameter estimates would be the same but not the standard errors as from SURVEYPHREG.  ... View more

If you want curves for treated (events?) and untreated (censored?) separately then it seems you would have to run two PROC LIFETEST steps for each imputed data set.   That would mean 10 PROC LIFETEST steps. I don't see any other way around this.  ... View more

Have you tried "strata _imputation_" ?   ... View more

 I don't see anything that your are doing wrong necessarily.  Your code looks OK to me.  The BASELINE statement should be estimating the CIF at the covariate values and time you specified. We don't have a benchmark for the number of events but, as always, the more the better.  ... View more