Any ideas would be much appreciated; I suspect that this problem of
constructing the dummies applies not only to function coxph but to other
regression models in R as well. Effectively, my question is how to better
control for which dummies and interactions to include in the model and which
not.

The following code shows a workaround. It works here reasonably well since x
has only two levels, but if x has more levels, constructing the dummies
manually for each level and keeping track of each of them becomes very
difficult.



A weird thing is that if onle replace line 4 with



the problem reappears. Any idea why? A numeric (0 or 1) variable produces
different interactions than a logical variable (FALSE or TRUE).



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