Quantify Relative Risk Using a Cox-Proportional Hazards Model 

Compare survival rates for different stages of cancer of the larynx for 50-year-old patients using CoxModelFit.

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X larynx = ExampleData[{"Statistics", "LarynxCancer"}]; \[Xi] = larynx[[All, {1, 3}]]; e = EventData[larynx[[All, 2]], larynx[[All, 5]]]; cox = CoxModelFit[{\[Xi], e}, {stage, age}, {stage, age}, NominalVariables -> stage];

The parameter table suggests those with stage 4 cancer have about 5.4 times the risk of dying as those with stage 1.

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X cox["ParameterTable"]

Out[2]=