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I am doing a study of credit risk in europe for the period of 2006 - 2016 by using the Cox Proportional Hazard Model (time costant edition) in R (coxph). I have succesfully implemented the model for the whole period with 8 independent variables.

Now I want to make 2 subgroups (2006 - 2010 and 2011 - 2016) in order to compare the coefficients between the two subgroups. I have created a dataset of the sub groups by with a dummy variable so that 2006 - 2010 = 0 and 2011 - 2016 = 1.

What is the next step in the analysis in order to compare the coefficents in the two sub groups?

Thank you in advance !

Oliver Langkilde Sonne
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    First, you may want to provide data. Second, this may be a question better suited for Cross-validated, which is a sister-site of stackoverflow. Third, you should use the new dummy variable as a factor. – akash87 Jun 23 '17 at 14:14
  • Dear Akash Thank you for your reply What do you mean using the new dummy variable as a factor? Thank you ind advance – Oliver Langkilde Sonne Jun 23 '17 at 14:34
  • This website is something i have referenced in the past. – akash87 Jun 23 '17 at 14:49

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