In this contribution we test the hypothesis that nonlinear additive autoregressive model-based data analysis improves the diagnostic ability based on short-term heart rate variability. For this purpose, a nonlinear regression approach, namely, the maximal correlation method is applied to the data of 37 patients with dilated cardiomyopathy as well as of 37 age- and sex-matched healthy subjects. We find that this approach is a powerful tool in discriminating both groups and promising for further model-based analyses.