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From my understanding baseline hazard is never estimated in Cox PH models and hazard ratio is all that we get from them. But sometimes we are more interested in comparing survival functions than just interpreting the hazard ratio. And, I think there exist some approximation methods for estimating survival function from Cox model estimates but I do not have any idea about implementing them in R.

Does anyone know how can one estimate survival functions from Cox model estimates using the Kalbfleisch-Prentice method and/or Breslow method in R using Survival package?

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