Tom: You can get the survival probability in this manner: use the OUTPUT statement to request the CDF= keyword and post-process this as Survival = 1 - CDF in a subsequent DATA step. I'm not sure how to get a cumulative incidence value since PROC LIFEREG doesn't model any competing risks scenario for which the CIF is appropriate. ... View more

You are correct that PROC PSMATCH does not match with more than two groups (treatment and control).  I am not aware of a procedure that does matching of 3 groups.  ... View more

Shouldn't you be specifying a FAILCODE= value in your code?   proc lifetest data=Phreg12121 plots=cif(test cl) outcif=survival_data; time T_FI1YR*outcome(0)/failcode; strata cohort ; *WEIGHT weight0_SD; run; ... View more

There is nothing similar to the "pdiff lines" options for the ADJUST= option in PROC LIFEEST. ... View more

Robust standard errors are produced by the COVSANDWICH(AGGREGATE) option on the PROC PHREG statement. You will also need an ID statement to list the variable that defines your clusters. ... View more

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