st: basic question on nl

["Sarah Kristina Reuter" <sarah.kristina.reuter@uni-jena.de>]

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