R Under development (unstable) (2018-04-09 r74565) -- "Unsuffered Consequences"
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> library(survival)
> #
> # Test of the clogit function, and indirectly of the exact option
> #
> # Data set logan has the occupation of fathers, we create a 
> #  multinomial response
> #
> nresp <- length(levels(logan$occupation))
> n <- nrow(logan)
> indx <- rep(1:n, nresp)
> logan2 <- data.frame(logan[indx,],
+                      id = indx,
+                      occ2 = factor(rep(levels(logan$occupation), each=n)))
> logan2$y <- (logan2$occupation == logan2$occ2)
> 
> #We expect two NA coefficients, so ignore the warning
> fit1 <- clogit(y ~ occ2 + occ2:education + occ2:race + strata(id), logan2)
> 
> #since there is only one death per group, all methods are equal
> dummy <- rep(1, nrow(logan2))
> fit2 <- coxph(Surv(dummy, y) ~ occ2 + occ2:education + occ2:race + strata(id),
+                    logan2, method='breslow')
> 
> all.equal(fit1$coef, fit2$coef)
[1] TRUE
> all.equal(fit1$loglik, fit2$loglik)
[1] TRUE
> all.equal(fit1$var, fit2$var)
[1] TRUE
> all.equal(fit1$resid, fit2$resid)
[1] TRUE
> 
> 
> proc.time()
   user  system elapsed 
  0.868   0.024   0.890