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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