Introduction to the Cox model
Lecture notes
Slides can be downloaded (in PDF format) here
Code (and data) for reproducing the analyses shown in the lecture
Stata: cox_regression.do
SAS: cox_regression.sas
Other resources
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Germán Rodríguez (Princeton University) has a wealth of high-quality teaching material on his web page. In particular;
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Stata and R code for Kaplan-Meier estimation and log rank test (Gehan data).
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Lecture notes on Non-parametric Estimation in Survival Models. Contains greater mathematical detail than my lecture notes. Covers the Kaplan-Meier estimator, Cox regression, and more.