Strong and weak consistency of least squares estimators in simple linear EV regression models

摘要

For a simple linear errors-in-variables regression model, we obtain a necessary and sufficient condition for the convergence rate in the strong consistency of the least squares estimator for each of the unknown parameters. We also obtain a necessary and sufficient condition for the convergence rate in the weak consistency. (C) 2019 Elsevier B.V. All rights reserved.