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OLS Tak Linear (Kuasa Dua Terkecil Tak Linear)×P least Kuasa Dua Umum Tak Linear (NGLS)×
BidangEkonometrikEkonometrik
KeluargaRegression modelRegression model
Tahun asal1974–19871975
PengasasGallant (1987); Wooldridge (2010) for econometric treatmentGallant (1975); extended by Davidson & MacKinnon
JenisNonlinear regression estimatorNonlinear estimator
Sumber perintisGallant, A. R. (1987). Nonlinear Statistical Models. John Wiley & Sons. ISBN: 978-0471802600Gallant, A. R. (1987). Nonlinear Statistical Models. Wiley. ISBN: 978-0471802600
Aliasnonlinear least squares, NLS, NLLS, nonlinear regressionNGLS, nonlinear generalized least squares, feasible nonlinear GLS, FNGLS
Berkaitan52
RingkasanNonlinear 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.
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ScholarGateBandingkan kaedah: Nonlinear OLS · Nonlinear GLS. Dicapai 2026-06-17 daripada https://scholargate.app/ms/compare