library(survival)
tdap <- read.delim("https://s3.amazonaws.com/pbreheny-data-sets/tdap.txt")

# Setup preterm birth outcome
Time <- pmin(tdap$Delivery, 37)
Status <- 1*(tdap$Delivery < 37)

# Bad analysis!
coxph(Surv(Time, Status) ~ Vac, tdap)

# Good analysis!
Data <- as.data.frame(cbind(ID=1:nrow(tdap), Time, Status, tVac=tdap$tVac))
tdData <- tmerge(Data, Data, id=ID, PTB=event(Time, Status), Vac=tdc(tVac))
coxph(Surv(tstart, tstop, PTB) ~ Vac, tdData)