This paper presents a procedure for analyzing a partially specified no
nlinear regression model in which the nuisance parameter is an unrestr
icted function of a subset of regressors. The procedure does not requi
re parametric modeling of the nuisance parameter but assumes that the
model can be transformed into a partially specified linear equation by
inverting some nonlinear functions. The model parameters are estimate
d by applying Robinson's (1988a) procedure and the estimator is shown
to be root N-consistent and asymptotically normal. One attraction of t
he estimator is that it is computationally simple, requiring no more t
han least squares regressions. A simulation study indicates that the e
stimator has practical values.