= Event-count identity for Nelson–Aalen cumulative hazards
{title2=$\sum_i\widehat H(x_i)=d$}
With all subjects entering at time zero and no tied observation times, the <Nelson–Aalen estimator> satisfies $\sum_i\widehat H(x_i)=d$. Exchanging sums makes each event increment $1/Y(t_j)$ appear in exactly $Y(t_j)$ subject hazards. The identity relies on the risk-set count equalling the number of observation times at least $t_j$, and generally needs modification for delayed entry.
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