I assume that lifelines.CoxPHFitter is using a Likelihood-ratio test (or is it using Wald?) to calculate p-values when testing for significance. But I have to be sure: is there an official source where I can find what test are used? (I was not successful searching threw the documentation of lifelines) Is lifelines.CoxPHFitter using the same test while performing a univariate and multivariate Cox Regression?
The CoxPHFitter computes p-values using the chi-squared test. The reference is in "Survival Analysis by John P. Klein and Melvin L. Moeschberger, Second Edition", page 256