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I am conducting a survival analysis and have a few questions regarding it's interpretation with respect to the Cox Proportional Hazards Model:

Why does the inclusion of different covariates change the shape of the plotted survival function? When I compare the Kaplan-Meier survival curve with a plotted survival curve from the cox model, the shape often looks drastically different. Furthermore, the cox survival curve shape changes most when I add in covariates that have the largest hazard ratio of the generated model. Obviously these factors are related, but how?

I apologize if this is a simple question but I am new to survival analysis (and statistics in general!). If beneficial, i'd be happy to supply some R code that I am working with to increase comprehension.

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