I am doing a study of credit risk in europe for the period of 2006 - 2016 by using the Cox Proportional Hazard Model (time costant edition) in R (coxph). I have succesfully implemented the model for the whole period with 8 independent variables.
Now I want to make 2 subgroups (2006 - 2010 and 2011 - 2016) in order to compare the coefficients between the two subgroups. I have created a dataset of the sub groups by with a dummy variable (Subgroup) so that 2006 - 2010 = 0 and 2011 - 2016 = 1.
What is the next step in the analysis in order to compare the coefficients in the two sub groups?
I dont know if i have done it correctly in the code below?