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  • How can I predict individual risks of event at time _t after a cox regression?

    I want to compare two survival models. I run the cox models and want to estimate the predicted probability that each model assigns to the individuals on the risk of an event at 5 years.
    Is that estimating the base survival and the xb and then estimating the risk as 1-(basesurv_5yrs ^xb)?
    How can I censor all the observations that have not had the event until the 5 years?
    thanks
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