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...

Most statistical solutions to the problem of statistical inference with missing data involve integration or expectation. This can be done in many ways: directly or indirectly, analytically or numerically, deterministically or stochastically. Missing-data problems can be formulated in terms of...