Strong consistency of least squares estimates in multiple regression

T L Lai; H Robbins; C Z Wei

doi:10.1073/pnas.75.7.3034

Strong consistency of least squares estimates in multiple regression

Proc Natl Acad Sci U S A. 1978 Jul;75(7):3034-6. doi: 10.1073/pnas.75.7.3034.

Authors

T L Lai¹, H Robbins, C Z Wei

Affiliation

¹ Department of Mathematical Statistics, Columbia University, New York, New York 10027.

Abstract

The strong consistency of least squares estimates in multiple regression models with independent errors is obtained under minimal assumptions on the design and weak moment conditions on the errors.