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A general bit of advice when you run into package in Julia is an update-resolve-update cycle:
julia>]
Pkg>update
Pkg>resolve
Pkg>update
I ran into some trouble with pre-compiling Zygote (which I'm guessing is used for automatic differentiation since you need to evaluate the gradient for nonlinear regression), so I forced an update with ]add Zygote. Then things worked.
That didn't work for me, but when I removed it and try and reinstall I get this:
Which I think means there's some things that are too high a version and some too low. I don't know how to resolve the needs of the NLreg package to those though.
It might be time to use "local" projects. Right now you're installing everything into the global 1.4 environment. If you don't need it all at once, you can create an environment local to a particular folder/project:
julia>cd("some_path") # only if you're not already at that path
julia>] activate . # create local project
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