I am doing a multivariate Cox regression, I have my significant independent variables and beta values. The model fits to my data very well.
Now, I would like to use my model and predict the survival of a new observation. I am unclear how to do this with a Cox model. In a linear or logistic regression, it would be easy, just put the values of new observation in the regression and multiply them with betas and so I have the prediction of my outcome.
How can I determine my baseline hazard? I need it in addition to computing the prediction.
How is this done in a Cox model?