I need to estimate baseline hazard function $\lambda_0(t)$ in a time dependent Cox model
$\lambda(t) = \lambda_0(t) \exp(Z(t)'\beta)$
While I took Survival course, I remember that the direct derivative of cumulative hazard function ($\lambda_0(t) dt = d\Lambda_0(t)$) would not be a good estimator because Breslow estimator gives a step function.
So, is there any function in R that I could use directly ? Or any reference on this topic ?
I am not sure if it is worth to open another question, so I just add some background why baseline hazard function is important for me. The formula below estimates the probability that the survival time for one subject is larger than another,. Under a Cox model setting, baseline hazard function $\lambda_0(t)$ is required.
$P(T_1 > T_2 ) = - \int_0^\infty S_1(t) dS_2(t) = - \int_0^\infty S_1(t)S_2(t)\lambda_2(t)dt $