Regression modelEconometrics / time series

Nonlinear OLS (Nonlinear Least Squares)

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.

EconMind ile uygulaSoonVideoSoon

Tam yöntemi oku

Members only

Sign in with a free account to read this section.

Sign in

Sources

  1. Gallant, A. R. (1987). Nonlinear Statistical Models. John Wiley & Sons. ISBN: 978-0471802600
  2. Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586

Related methods

Referenced by

ScholarGateNonlinear OLS (Nonlinear Ordinary Least Squares). Retrieved 2026-06-04 from https://scholargate.app/tr/econometrics/nonlinear-ols