A new extended Birnbaum–Saunders regression model for lifetime modeling

A new class of extended Birnbaum–Saunders regression models is introduced. It can be applied to censored data and be used more effectively in survival analysis and fatigue life studies. Maximum likelihood estimation of the model parameters with censored data as well as influence diagnostics for the new regression model are investigated. The normal curvatures for studying local influence are derived under various perturbation schemes and a martingale-type residual is considered to assess departures from the extended Birnbaum–Saunders error assumption as well as to detect outlying observations. Further, a test of homogeneity of the shape parameters of the new regression model is proposed. Two real data sets are analyzed for illustrative purposes.