Cox regression is commonly extended to estimate repeated events processes (for a quick review see [ 1 ] and [ 2 ]).

In Clark et al's first article in their excellent review series of survival analysis [ 3 ] cumulative hazard is explained in the following manner:

The interpretation of H(t) is difficult, but perhaps the easiest way to think of H(t) is as the cumulative force of mortality, or the number of events that would be expected for each individual by time t if the event were a repeatable process.

In light of [ 3 ]: It seems logical to conclude that in the setting of Cox regression of repeated events, the cumulative hazard represents the expected number of events given the covariates.

I am especially interested in the relationship between the Nelson-Aalen estimator of the cumulative hazard and the mean cumulative function or mean cumulative count [ 4 ]. Assume there are no competing risks.

What is the relationship, if any, between the mean cumulative function and cumulative hazard in the setting of Cox regression for repeated events?

  1. Modelling recurrent events: a tutorial for analysis in epidemiology. Amorim LD, Cai J. Int J Epidemiol. 2015 Feb;44(1):324-33. doi: 10.1093/ije/dyu222.
  2. Survival analysis for recurrent event data: an application to childhood infectious diseases. Kelly PJ, Lim LL. Stat Med. 2000 Jan 15;19(1):13-33.
  3. Survival analysis part I: basic concepts and first analyses. Clark TG, Bradburn MJ, Love SB, Altman DG. Br J Cancer. 2003 Jul 21;89(2):232-8.
  4. Estimating the Burden of Recurrent Events in the Presence of Competing Risks: The Method of Mean Cumulative Count. Dong et al. Am J Epidemiol. 2015 Apr 1; 181(7): 532–540.

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