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Background: Prognosis in Palliative care Study (PiPS) models predict survival probabilities in advanced cancer. PiPS-A (clinical observations only) and PiPS-B (additionally requiring blood results) consist of 14- and 56-day models (PiPS-A14; PiPS-A56; PiPS-B14; PiPS-B56) to create survival risk categories: days, weeks, months. The primary aim was to compare PIPS-B risk categories against agreed multi-professional estimates of survival (AMPES) and to validate PiPS-A and PiPS-B. Secondary aims were to assess acceptability of PiPS to patients, caregivers and health professionals (HPs). Methods and findings: A national, multi-centre, prospective, observational, cohort study with nested qualitative sub-study using interviews with patients, caregivers and HPs. Validation study participants were adults with incurable cancer; with or without capacity; recently referred to community, hospital and hospice palliative care services across England and Wales. Sub-study participants were patients, caregivers and HPs. 1833 participants were recruited. PiPS-B risk categories were as accurate as AMPES [PiPS-B accuracy (910/1484; 61%); AMPES (914/1484; 61%); p = 0.851]. PiPS-B14 discrimination (C-statistic 0.837) and PiPS-B56 (0.810) were excellent. PiPS-B14 predictions were too high in the 57–74% risk group (Calibration-in-the-large [CiL] -0.202; Calibration slope [CS] 0.840). PiPS-B56 was well-calibrated (CiL 0.152; CS 0.914). PiPS-A risk categories were less accurate than AMPES (p<0.001). PiPS-A14 (C-statistic 0.825; CiL -0.037; CS 0.981) and PiPS-A56 (C-statistic 0.776; CiL 0.109; CS 0.946) had excellent or reasonably good discrimination and calibration. Interviewed patients (n = 29) and caregivers (n = 20) wanted prognostic information and considered that PiPS may aid communication. HPs (n = 32) found PiPS user-friendly and considered risk categories potentially helpful for decision-making. The need for a blood test for PiPS-B was considered a limitation. Conclusions: PiPS-B risk categories are as accurate as AMPES made by experienced doctors and nurses. PiPS-A categories are less accurate. Patients, carers and HPs regard PiPS as potentially helpful in clinical practice. Study registration: ISRCTN13688211. [ABSTRACT FROM AUTHOR]