During my analysis that I perform with a collaborator we get consistently different ouputs in cox regression between R and SPSS. Betas and p-values differ minutely, usually somewhere in the third or fourth decimal, though sometimes more. This occurs both for factors and continuous variables, so it does not appear to be a rounding issue in covariates.
In essence the entire database is prepared in SPSS, which includes calculation of follow-up. The file is then loaded into R via get.spps in HMISC. The follow-up does not consist of whole numbers (for days), could it be that one of the software packages rounds follow-up to whole numbers? Or are the methods calculation different? We use SPSS version 22, and 3.12 with coxph() from the survival package.
Did anyone encounter something similar?