[R] Re : COXPH: how to get the score test and likelihood ratio test for a specific variable in a multivariate Coxph ?

[Therneau, Terry M., Ph.D.]

The Wald, score, and LR tests are discussed in full in my book.  They
are not the same.
The LR test is the difference between LR(beta=0) and LR(beta=final). The
score test is a Taylor series approximation to this using an expansion
around beta=0.  The Wald test is a similar Taylor series approximation,
but around beta=final.  
  If there are no tied times the score test = Log-rank test.  If there
are ties, then they are just a tiny bit different: the paper using the
log-rank has an n-1 in his variance term and the Cox model has an n.
Neither is right or wrong, just a different choice.

Terry Therneau