Hmm that's a tough one, very hard to research bottles that don't have a town listed if they have moved far from where they originated. That's quite an old milk bottle from the early 20th century, pre-WWI. I'd definitely do as much local research as you can to see if there was a P.M. Davidson in your area around that time. It looks like a dug bottle, did you buy it from a local digger? If you did then it likely does originate somewhere near you. If it was in an antique store though it could come from anywhere.