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I'm trying to estimate a Cox proportional hazard model with time-varying
covariates using coxph. The parameter estimates are fine but there is
something wrong with the survival curves I get with survfit (results are
not plausible).

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This sounds wrong to me also.  Could you give more information so that I
can verify the issue?  (See the posting guide).
  What version of R and of the survival package?
  Is is possible to send me a copy of the example that fails?

Terry Therneau

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