THE QUESTION(S):

1. Since I am comparing the individuals in the first 4000 records to the baseline (the4001st), I am not concerned with my coefficients. However, does running the Cox model in 6 different batches affect the p-values of the individual indicator coefficients? That is, would my p-values retain their level significance if run as a single file rather than as 6 batches? Likewise, would the coefficients retain their p-values if run in 4000 batches?

2. Is there a better way/software that can accomplish this task without batching the process?

3. This is an unconvential use of Cox Regression. Does anyone have an opinion regarding the validity of the process or interpretation of the output?