  We study a least squares estimator for an unknown parameter in the drift
coefficient of a path- distribution dependent stochastic differential equation
involving a small dispersion parameter epsilon greater than zero. The
estimator, based on n discrete time observations of the stochastic differential
equation, is shown to be convergent weakly to the true value as epsilon goes to
zero and n goes to infinity. This indicates that the least squares estimator
obtained is consistent with the true value. Moreover, we obtain the rate of
convergence and derive the asymptotic distribution of least squares estimator.
