The Random Coupling Model (RCM) is a statistical approach for studying the scattering properties of linear wave chaotic systems in the semi-classical regime. Its success has been experimentally verified in various over-moded wave settings, including both microwave and acoustic systems. It is of great interest to extend its use in nonlinear systems. This paper studies the impact of a nonlinear port on the measured statistical electromagnetic properties of a ray-chaotic complex enclosure in the short wavelength limit. A Vector Network Analyzer is upgraded with a high power option, which enables calibrated scattering (S) parameter measurements up to +43dBm. By attaching a diode to the excitation antenna, amplitude-dependent S-parameters and Wigner reaction matrix (impedance) statistics are observed. We have systematically studied how the key components in the RCM are affected by this nonlinear port, including the radiation impedance, short ray orbit corrections, and statistical properties. By applying the newly developed radiation efficiency extension to the RCM, we find that the diode admittance increases with the excitation amplitude. This reduces the amount of power entering the cavity through the port so that the diode effectively acts as a protection element. As a result, we have developed a quantitative understanding of the statistical scattering properties of a semi-classical wave chaotic system with a nonlinear coupling channel.