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The main objective of this book is to study frailty models and the numerical techniques, needed to fit such models, in a unified and detailed way. Both proportional hazards models and accelerated failure time models are discussed; we consider parametric as well as semi-parametric modeling. We fit frailty models using both a frequentist (classical approach) and a Bayesian approach. The main drawback is the lack of software. We will mainly use the available public freeware package, to fit the different models, and all the programs used are also freely available from the public domain. Also...