Exponential Regression with Correlated Observations

Finney's(1958) model for correlated observations yx in the exponential regression situation, E(yx)=α= βpx, is studied in greater detail. It is shown that his maximum-likehood procedure for estimating p is valid in only certain special cases. Some of his results for linear and quadratic estimators of p have been extended and his conjecture on the constancy of the asymptotic variance of members of a class of quadratic estimators is shown to be true.

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