As part of an analysis (I can provide additional details if needed) I need to obtain the estimate of the linear predictor (i.e. the β’x part of S(t) = S0(t) ∙ exp(β’x)) for each time point for each patient from a cox proportional hazards model with time-dependent covariates. However, I cannot figure out how to do that in SAS when the model includes a time-dependent covariate. In a simple cox model, it is relatively easy to get by specifying “baseline” and “xbeta”:   proc phreg data = data; model time*event(0) = variables; baseline covariates = data xbeta = score; run;   However, the “baseline” statement does not work when you introduce a time-dependent covariate. Does anyone know how I can obtain the estimates?      Much appreciated,    Lars ... View more