This is a very good book: http://www.springer.com/statistics/stats+life+sci/book/978-0-387-72834-6
Unfortunately, the sample programs provided at the web site are limited to the first five chapters and the really fun stuffs such as multifrailty model, multilevel frailty model, correlate frailty model, and joint modeling are not there. This is surprise because none of the stuff is impossible to implement with currently available software.
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