Correlated individual frailty: An advantageous approach to survival analysis of bivariate data

Frailty models have been developed for the analysis of bivariate survival data. The notion of shared frailty in these models, however, is different from the notion of individual frailty in demographic models. Shared frailty models have important shortcomings. We develop a new model of bivariate survival based on the notion of correlated individual frailty. We analyze the properties of this model and suggest a new approach to the analysis of bivariate data that does not require a parametric specification—but permits estimation—of the form of the hazard function for individuals. We empirically demonstrate the advantages of the model in the statistical analysis of bivariate data.