Multi-connectivity offers diversity in terms of multiple interfaces through which the data can be sent, thereby improving simultaneously the overall reliability and latency. This makes interface diversity a natural candidate for supporting Ultra-Reliable Low Latency Communications (URLLC). This work investigates how the packet error statistics from different interfaces impacts the overall reliability-latency characteristics. We use the simple Gilbert-Elliott model for burst errors and estimate its parameters based on experimental measurement traces from LTE and {Wi-Fi} packet transmissions collected over several days. The results show that using interface diversity configurations that include at least one {Wi-Fi} interface leads to, somewhat surprisingly, since Wi-Fi is generally less reliable than LTE, superior results in terms of packet success and error burst duration. Another interesting finding is that {Wi-Fi}-based interface diversity configurations outperform even ultra-reliable single links.