Longitudinal perspectives on event history analysis

We discuss event histories from the point of view of longitudinal data analysis, comparing several possible inferential objectives. We show that the Nelson–Aalen estimate of a cumulative intensity may be derived as a limiting solution to a sequence of generalized estimating equations for intermittently observed longitudinal count data. We outline a potential use for the theory in interval-censored recurrent-event models, and demonstrate its applicability using data from a Toronto arthritis clinic. We also discuss connections with rate models, along with some implications for the longitudinal analyst.