Today I want to advocate weighted nonlinear regression. Why so? Minimum-variance estimation of the adjustable parameters in linear and non-linear least squares requires that the data be weighted inversely as their variances . Only then is the BLUE (Best Linear Unbiased Estimator) for linear regression and nonlinear regression with small errors (http://en.wikipedia.org/wiki/Weighted_least_squares#Weighted_least_squares), an important fact