Econometric and Statistical Computing Using Ox
Computational Economics
Improved statistical inference for the two-parameter Birnbaum-Saunders distribution
Computational Statistics & Data Analysis
Diagnostics analysis for log-Birnbaum-Saunders regression models
Computational Statistics & Data Analysis
Influence diagnostics in log-Birnbaum-Saunders regression models with censored data
Computational Statistics & Data Analysis
On the hazard function of Birnbaum-Saunders distribution and associated inference
Computational Statistics & Data Analysis
Size and power properties of some tests in the Birnbaum-Saunders regression model
Computational Statistics & Data Analysis
A log-linear regression model for the β-Birnbaum-Saunders distribution with censored data
Computational Statistics & Data Analysis
Diagnostics for a class of survival regression models with heavy-tailed errors
Computational Statistics & Data Analysis
A new extended Birnbaum-Saunders regression model for lifetime modeling
Computational Statistics & Data Analysis
Improved likelihood inference in generalized linear models
Computational Statistics & Data Analysis
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The Birnbaum-Saunders regression model is commonly used in reliability studies. We address the issue of performing inference in this class of models when the number of observations is small. Our simulation results suggest that the likelihood ratio test tends to be liberal when the sample size is small. We obtain a correction factor which reduces the size distortion of the test. Also, we consider a parametric bootstrap scheme to obtain improved critical values and improved p-values for the likelihood ratio test. The numerical results show that the modified tests are more reliable in finite samples than the usual likelihood ratio test. We also present an empirical application.