Hi, I am new to time-dependent Cox model to estimate time dependent hazard 
ratios. Let me use aml dataset from survival package:

> aml3<-survSplit(aml2,cut=c(5,10,20),end="time",start="start",
     event="status",episode="i")

If I want to esimate hazard ratio for each of the time intervals 0-5, 5-10, 
10-20 and >=20, would the following calculate such HRs?

> coxph(Surv(start,time,status)~x*as.factor(i),data=aml3)
Call:
coxph(formula = Surv(start, time, status) ~ x * as.factor(i), 
    data = aml3)


                              coef exp(coef) se(coef)        z  p
xNonmaintained                19.2  2.10e+08    10461  0.00183  1
as.factor(i)1                   NA        NA        0       NA NA
as.factor(i)2                   NA        NA        0       NA NA
as.factor(i)3                   NA        NA        0       NA NA
xNonmaintained:as.factor(i)1 -18.3  1.17e-08    10461 -0.00175  1
xNonmaintained:as.factor(i)2 -19.6  3.18e-09    10461 -0.00187  1
xNonmaintained:as.factor(i)3 -18.0  1.46e-08    10461 -0.00172  1

So my understanding is that:
for time interval 0-5, HR=exp(19.2)=2.1e+08
for time interval 5-10, HR=exp(19.2-18.3)=2.46
for time interval 10-20, HR=exp(19.2-19.6)=0.67
for time interval >=20, HR=exp(19.2-18.0)=3.32

Am I correct on estimating these time dependent HRs?

Thanks

John

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