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Re: st: basic question on nl


From   Muhammad Anees <anees@aneconomist.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: basic question on nl
Date   Sat, 5 Nov 2011 22:50:49 +0500

BLUE has L for Linear while -nl- points to non-linear. Rest of the
assumption should do the same job in both cases keeping basic
econometric in mind. Non-linear estimation should also be Best,
Unbiased and efficient estimator as a desire and need.


Regards
---------------------------
Muhammad Anees
Assistant Professor
COMSATS Institute of Information Technology
Attock 43600, Pakistan
www.aneconomist.com

On Sat, Nov 5, 2011 at 10:20 PM, Sarah Kristina Reuter
<sarah.kristina.reuter@uni-jena.de> wrote:
> 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
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