The relationship between gestational age, neonatal size and neonatal death is complex. To date, most authors have used birth weight as a proxy for neonatal size and have neglected to examine head circumference and crown heel length. In addition, they have assumed the size and gestational age were linearly related to neonatal death. In this study we use nonparametric multiple logistic regression to examine the relationship between gestational age, neonatal size and neonatal death. On its own, gestational age was nonlinearly associated with neonatal death. This nonlinearity disappeared with the addition of birth weight, crown heel length and head circumference. Birth weight, head circumference and crown heel length all had significant nonlinear associations with neonatal death in univariate analysis. With all factors in the model, birth weight and head circumference were nonlinearly associated with neonatal death and crown heel length was linearly associated with neonatal death. The complex relations between gestational age, neonatal size and neonatal death were explored with greater ease with nonparametric logistic regression.