Frailty models with a non-parametric baseline hazard are widely used for the analysis of survival data. However, their maximum likelihood estimators can be substantially biased in finite samples, because the number of nuisance parameters associated with the baseline hazard increases with the...

Hierarchical likelihood provides a statistically efficient procedure for frailty models. Recently, a method using the computationally attractive orthodox best linear unbiased predictor has been proposed; this uses Pearson-type estimation. We compare both approaches and discuss their relative...