Abbring, Jaap H.; Berg, Gerard J. Van Den - In: Biometrika 94 (2007) 1, pp. 87-99
In a large class of hazard models with proportional unobserved heterogeneity, the distribution of the heterogeneity among survivors converges to a gamma distribution. This convergence is often rapid. We derive this result as a general result for exponential mixtures and explore its implications...