Itiswellknownthatwhentherandomerrorsareiid.withfinitevariance,theweekandthestrongconsistencyofLSestimateofmultipleregressioncoefficientsareequivalent.Thisnote,byconstructingacounter-example,showsthatthisequivalencenolongerholdstrueincasethattherandomerrorspossessonlyther-thmomentwith1≤r<2.