# make time log
lung$log_time<-log(lung$time)

#Model
res.cox <- coxph(Surv(time, status) ~ sex*log_time, data = lung)
## Warning in coxph.fit(X, Y, istrat, offset, init, control, weights = weights, :
## Ran out of iterations and did not converge
## Warning in coxph.fit(X, Y, istrat, offset, init, control, weights = weights, :
## one or more coefficients may be infinite
summary(res.cox)
## Call:
## coxph(formula = Surv(time, status) ~ sex * log_time, data = lung)
## 
##   n= 228, number of events= 165 
## 
##                    coef  exp(coef)   se(coef)       z Pr(>|z|)    
## sex          -2.848e+00  5.798e-02  2.489e-01 -11.440   <2e-16 ***
## log_time     -1.847e+02  5.992e-81  2.150e+01  -8.593   <2e-16 ***
## sex:log_time  4.791e-01  1.615e+00  4.458e-02  10.749   <2e-16 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
##              exp(coef) exp(-coef) lower .95 upper .95
## sex          5.798e-02  1.725e+01 3.559e-02 9.444e-02
## log_time     5.992e-81  1.669e+80 3.012e-99 1.192e-62
## sex:log_time 1.615e+00  6.193e-01 1.480e+00 1.762e+00
## 
## Concordance= 1  (se = 0 )
## Likelihood ratio test= 1374  on 3 df,   p=<2e-16
## Wald test            = 320.2  on 3 df,   p=<2e-16
## Score (logrank) test = 530.1  on 3 df,   p=<2e-16
#Plot
plot(cox.zph(res.cox))