Hi, I need to generate KM for Cox cause-specific competing risk.  However, it seems that every approach I tried, all come out to be the same, that the KM curve or CIF (both generated from LIFETEST) look very differently from the CIF generated by PHREG (Cox cause-specific).  Even for FG competing risk model, the CIF generated from LIFETEST does not share similar pattern/shape to the CIF generated by PHREG.  How to explain these? I know KM would not be exactly the same as CIF, yet the shape/pattern should not differ so much between the CIF generated from LIFETEST or PHREG, right?   Here are the approaches I tried for KM curves for Cox cause-specific competing risk: 1.) PROC LIFE TEST with:   TIME   T*Status(0 2); 2.) PROC LIFE TEST with:   TIME  T*Status(0) / eventcode(COX)=1;  -- ERROR message 3.) PROC LIFE TEST with:   TIME  T*Status(0) / eventcode=1;  4.) PROC LIFE TEST with:   TIME  T*Status(0) / failcode=1 2;   In PHREG, I use the following codes for the Cox cause-specific competing risk: proc phreg data=BMT plots (overlay)=cif;   class disease;   model T*Status(0) / eventcode(COX)=1;   baseline covariates=risk; run;    And how to generate KM curve for cause-specific competing risk model?  ... View more