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Proceedings of the National Academy of Sciences of the United States of America logoLink to Proceedings of the National Academy of Sciences of the United States of America
. 1978 Jul;75(7):3034–3036. doi: 10.1073/pnas.75.7.3034

Strong consistency of least squares estimates in multiple regression

T L Lai 1, Herbert Robbins 1, C Z Wei 1
PMCID: PMC392707  PMID: 16592540

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.

Keywords: orthogonal random variables, double array

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Selected References

These references are in PubMed. This may not be the complete list of references from this article.

  1. Lai T. L., Robbins H. Strong consistency of least-squares estimates in regression models. Proc Natl Acad Sci U S A. 1977 Jul;74(7):2667–2669. doi: 10.1073/pnas.74.7.2667. [DOI] [PMC free article] [PubMed] [Google Scholar]

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