Hello,

I have couple of question regarding Cox PH model.

- I want to estimate probability of default. I developed Cox PH model with time-dependent covariates. I use
*coxph*function from*survival*package for model building. Now I want to predict probability of default (event) on test set. There are several option mentioned into methodology of survival package. In particular:

type=c("lp", "risk", "expected", "terms", "survival")

which one should I use? I guess to use type="survival", that get me conditional probability of survival and then transfer it into probability of default. Is this correct method?

- Also, I want to use parametric estimation of baseline hazard function and use it for prediction. Is it possible under cox regression? how to get baseline hazard from coxph object (I assume
*basehaz*does not get really baseline hazard)?

thanks in advance