Consider　the　nonlinear　semiparametric　model　with　berkson-type　errors　in　covariables.　By　using　the　kernelestimation　and　the　minim　distance　estimation,　the　estimators　of　the　unknown　parameter　γ　and　the　unknown　function　of　g(·)　are　constructed.　Consistency　and　asymptotic　normality　for　the　estimator　of　γ　are　obtained.　At　the　same　time,　the　convergence　rate　of　the　estimator　of　g(·)　is　achieved.　The　results　obtained　in　the　paper　can　be　used　to　deal　with　the　data　processing　in　the　fields　such　as　biological　engineering,　financial　analysis　and　network　engineering.