Infant feeding studies are typically presented as single-event models, without considering the dynamic nature of feeding. We analyzed the determinants of infant feeding duration using both single- and multiple-event Cox regression models. The Cox model was compared with parametric survival models, which were used to estimate feeding-state transition probabilities. Data were taken from a community randomized trial promoting exclusive breastfeeding (EBF) in Uganda from 2005 to 2008. Peer counselors visited intervention mothers once antenatally and 4 times after birth. Results showed that children in the control group were more likely to be switched from exclusive breastfeeding (EBF)/predominant breastfeeding (PBF) to mixed feeding (MF)/replacement feeding (RF). Children in intervention clusters (hazard ratio = 0.33, 95% confidence interval: 0.26, 0.42) and rural areas (hazard ratio = 0.79, 95% confidence interval: 0.63, 0.99) had a lower risk of EBF/PBF cessation. Based on the Akaike Information Criterion, parametric models were better fitted than the Cox model. The analytical approach to assessing infant feeding duration used in this study takes into account transitions between feeding categories, allowing for multiple events. This will enhance understanding of infant feeding practices and give policy-makers a better picture of the versatility of infant feeding.