01292nam a2200181 a 450000100080000000500110000800800410001910000230006024500770008326000170016030000100017750000720018752007420025965300290100165300290103065300280105965300230108710985662015-07-28       1979    bl uuuu  m   00u1 u    #d1 aSOUZA, G. da S. e.  aStatistical inference in nonlinear modelsba pseudo likelihood approach.  a1979 .c1979  a63 p.  aTese (Doutorado)-  North Carolina State University, North Carolina.  aEstimation and hypothesis testing are considered for a system of simultaneous, monlinear, implicit equations. These problems are studied in a general setting. A given objective function, the pseudo likelihood, defines an estimator. Conditions are set forth such that this estimator is consistent and asymptotically normaly distributed. The Wald's test and analogs of the lagrange multiplier test and the likelihood ratio test are derived from this estimator and their null and non-null distributions are given. To illustrate the theory, results are applied in three instances: maximum likelihood estimation in simultaneous nonlinear systems, single equation nonlinear explicit models, and seemingly unrelated nonlinear regression models.  aEstatística matemática  aInferência estatística  aMathematical statistics  aModelo não linear