เปรียบเทียบวิธี

	Nonlinear Weighted Least Squares (NWLS)	การถดถอยกำลังสองน้อยที่สุดสามัญ (OLS)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1960s–1980s (formalized in applied econometrics)	2019
ผู้ริเริ่ม	Extension of Gauss-Newton nonlinear least squares with Aitken-type weighting	Wooldridge (textbook treatment); classical least squares
ประเภท	Nonlinear regression estimator	Linear regression
แหล่งต้นตำรับ	Greene, W. H. (2018). Econometric Analysis (8th ed.). Pearson Education. ISBN: 978-0134461366	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
ชื่อเรียกอื่น	NWLS, nonlinear weighted least squares, weighted nonlinear regression, heteroscedasticity-corrected nonlinear regression	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
ที่เกี่ยวข้อง	3	5
สรุป	Nonlinear Weighted Least Squares combines the flexibility of nonlinear regression with the variance-stabilizing power of observation-level weights. It minimises a weighted sum of squared residuals around a user-specified nonlinear mean function, making it the method of choice when the relationship is inherently nonlinear and error variance differs across observations.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).