The fatigue has been considered to the most important failure mode where optimal design or reliability prediction of the machinery in aircraft, atomic reactors, and structure systems, etc., is required. When the statistical analysis of fatigue life data is performed, some difficulties are present because of the following facts : nonlinear relationship, heteroscedastic data, large scatter in the data, censored data (runouts), and existence of fatigue limit. To find the S-N curve models that characterize fatigue strength better, this research compares existing fatigue curve models developed recently in terms of the residual mean square and the estimate of fatigue limit, etc. for various fatigue data sets.