Instead of using WLS, the researcher in the previous problem decides tocompute the OLS estimator using only the observations for which x≤ 10,then using only the observations for which x > 10, and then using theaverage the two OLS of estimators. Is this estimator more efficient thanWLS?
Instead of using WLS, the researcher in the previous problem decides tocompute the OLS estimator using only the observations for which x≤ 10,then using only the observations for which x > 10, and then using theaverage the two OLS of estimators. Is this estimator more efficient thanWLS?
Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter7: Distance And Approximation
Section7.3: Least Squares Approximation
Problem 31EQ
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Instead of using WLS, the researcher in the previous problem decides to
compute the OLS estimator using only the observations for which x≤ 10,
then using only the observations for which x > 10, and then using the
average the two OLS of estimators. Is this estimator more efficient than
WLS?
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