In this paper, we estimate the parameters $S_0(t)$ and $ eta$ in Cox proportional hazard model when data are all interval-censored. For the application of this model, data should be either exact or right-censored, therefore we transform interval-censored data into exact data by three di®erent methods and then apply Nelson-Aalen estimate to obtain $S_0(t)$ and $ eta$. The test statistic $hat{ eta}^2I(hat{ eta})$ is not approximately distributed as $chi^2_{(1)}$ but $chi^2_{(1)}$ times a constant c.