I have a problem regarding to survival analysis time dependent covariates. My covariates are time-dependent and i need to obtain the hazard function. So i use a counting process style data and i run PHREG. then I estimate the cumulative hazard function by using BASELINE statement. But i do not know if the estimates are correct or not, I am a bit confused because in the following link it is published that those estimates are not correct: http://support.sas.com/kb/20/857.html .
If the estimates are not correct, then what should i do to obtain the hazard functions? Can someone help me please? Thanks