Premium
Estimating the Exponential Growth Function by Direct Least Squares
Author(s) -
Oliver F. R.
Publication year - 1970
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2346845
Subject(s) - exponential growth , exponential function , mathematics , least squares function approximation , function (biology) , generalized least squares , statistics , econometrics , mathematical analysis , biology , estimator , evolutionary biology
Summary A method of estimating the parameters of the exponential growth function by direct least squares is given, and the asymptotic variance‐covariance matrix of the estimators is obtained. Some properties of the estimators are noted. A Monte Carlo study confirms the applicability of the asymptotic properties of the estimators in the case of relatively small numbers of observations.