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Defining reference category for a cph model summary inside of a "for" loop

Wells, Brian wrote:
Thanks for clarifying.  That approach will NOT provide estimates at the 
quartiles.  For example a hazard ratio for the "upper quartile category" 
to the "lower quartile category" will estimate the ratio of hazards when 
X>Q3 to when X<Q1 where outer quartiles are Q1 and Q3.  This represents 
a hazard ratio of an unknown mixture of distributions and will not 
transport to another sample with a different mixture.

In addition you will have serious residual confounding with that 
approach by not adjusting for all the information in continuous predictors.

Frank