Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: basic question on nl


From   "Sarah Kristina Reuter" <sarah.kristina.reuter@uni-jena.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: basic question on nl
Date   Sat, 05 Nov 2011 18:20:16 +0100

Dear all,

sorry for another newbie question, that is not even Stata-specific:
What assumptions have to be met when performing a nonlinear least squares (nl) regression?
In a linear LS-regression there are for example normally distributed and uncorrelated errors, homoscedasticity and so on for the estimates to be BLUE. Do the same assumtions hold in nl?
I've been checking some books but could find only the algorithms, not the implicit assumptions...

I appreciate any help! Sorry again!
Thanks
Sarah


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index