Estimating Cox Model parameters with and without coxph function from survival package

Reading data


library(survival)
data(veteran)
time.var <- veteran[,3] 
status.var <- veteran[,4] 
covariate.matrix <- veteran[,c(1,5:8)] 
covariate.names <- names(veteran[,c(1,5:8)])
data <- cbind.data.frame(time.var,status.var,covariate.matrix)