Estimation procedures that are not linear in the parameters. Nonlinear techniques exist for minimizing the sum of squared residuals. Nonlinear estimation is an iterative procedure, and there is no guarantee that the final solution is the best for the calibration data. What does this have to do with forecasting in the social sciences? Little research exists to suggest that nonlinear estimation will contribute to  forecast accuracy, while Occam’s razor suggests that it is a poor strategy.