Regression modelEconometrics / time series
非线性加权最小二乘法 (NWLS)
非线性加权最小二乘法 (NWLS) 将非线性回归的灵活性与观测值水平权重的方差稳定能力相结合。它最小化用户指定的非线性均值函数周围的残差平方和的加权和，使其成为关系本质上是非线性的且观测值之间的误差方差不同的首选方法。
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来源
- Greene, W. H. (2018). Econometric Analysis (8th ed.). Pearson Education. ISBN: 978-0134461366
- Bates, D. M., & Watts, D. G. (1988). Nonlinear Regression Analysis and Its Applications. John Wiley & Sons. ISBN: 978-0471816430
如何引用本页
ScholarGate. (2026, June 3). Nonlinear Weighted Least Squares. ScholarGate. https://scholargate.app/zh/econometrics/nonlinear-wls
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