Abstract
In this
paper inference for a log-linear Birnbaum-Saunders model under Type I censoring
is presented. Methods of inference based on maximum likelihood, including
normal approximation, profile likelihood, signed deviance statistics, as well
as parametric bootstrap are presented. Inference for both shape and
regression parameters are studied, as well as quantiles and survival
probabilities. Results of a simulation study to compare small sample accuracy
of the various approaches are discussed and two examples with real data are
shown.