手法を比較

	非線形最小二乗法（非線形OLS）	非線形一般化最小二乗法（NGLS）
分野	計量経済学	計量経済学
系統	Regression model	Regression model
提唱年	1974–1987	1975
提唱者	Gallant (1987); Wooldridge (2010) for econometric treatment	Gallant (1975); extended by Davidson & MacKinnon
種類	Nonlinear regression estimator	Nonlinear estimator
原典	Gallant, A. R. (1987). Nonlinear Statistical Models. John Wiley & Sons. ISBN: 978-0471802600	Gallant, A. R. (1987). Nonlinear Statistical Models. Wiley. ISBN: 978-0471802600
別名	nonlinear least squares, NLS, NLLS, nonlinear regression	NGLS, nonlinear generalized least squares, feasible nonlinear GLS, FNGLS
関連	5	2
概要	Nonlinear Ordinary Least Squares (NLS) estimates regression models in which the conditional mean function is nonlinear in the parameters. Like standard OLS it minimises the sum of squared residuals, but because no closed-form solution exists the estimator is found by iterative numerical optimisation. Under standard regularity conditions NLS is consistent and asymptotically normal.	Nonlinear Generalized Least Squares extends the classical GLS framework to regression models where the mean function is nonlinear in the parameters. It accounts for non-spherical errors — heteroscedasticity or autocorrelation — by pre-weighting the nonlinear objective with an estimated error covariance matrix, yielding consistent and asymptotically efficient estimates.