  In this work we provide a simple estimation procedure for a general frailty
model for analysis of prospective correlated failure times. Rigorous
large-sample theory for the proposed estimators of both the regression
coefficient vector and the dependence parameter is given, including consistent
variance estimators. In a simulation study under the widely used gamma frailty
model, our proposed approach was found to have essentially the same efficiency
as the EM-based estimator considered by other authors, with negligible
difference between the standard errors of the two estimators. The proposed
approach, however, provides a framework capable of handling general frailty
distributions with finite moments and yields an explicit consistent variance
estimator.
