© 1968 by Biometrika Trust
Exponential regression with correlated observations
University College of Wales, Aberystwyth
Finney's(1958) model for correlated observations yx in the exponential regression situation, E(yx)=
= ßpx, 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.