Abstract
The asymptotic properties of frailty models for multivariate survival data are not well understood. To study this aspect, the Fisher information is derived in the standard bivariate gamma frailty model, where the survival distribution is of Weibull form conditional on the frailty. For comparison, the Fisher information is also derived in the bivariate gamma frailty model, where the marginal distribution is of Weibull form.
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Bjarnason, H., Hougaard, P. Fisher Information for Two Gamma Frailty Bivariate Weibull Models. Lifetime Data Anal 6, 59–71 (2000). https://doi.org/10.1023/A:1009614001583
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DOI: https://doi.org/10.1023/A:1009614001583