The loglog law for LS estimator in simple linear EV regression models

Abstract

We obtain the loglog law for the LS estimator in simple linear errors-in-variables (EV) regression models under some mild conditions. And we also show that those conditions are necessary in some sense.

Keywords:

• EV regression models
• loglog law
• LS estimator

2000 MR Subject Classification :

• 62F12
• 60F15

Acknowledgements

The authors are very grateful to the referee for his or her warm hospitality, detailed comments and very helpful suggestions, which corrected some mistakes and improved the presentation of this paper.