(Data file: UN11) With the UN data, perform a test of NH : (6.6) against the alternative AH :(6.7), and summarize results. This is an overall F-test for a model with one factor and no additional...

(Data file: UN11) With the UN data, perform a test of NH : (6.6) against the alternative AH :(6.7), and summarize results. This is an overall F-test for a model with one factor and no additional regressors.

(Data file: UN11) With the UN data, explain why there is no F-test comparing models (6.7) and (6.8).

(Data file: UN11) In the UN data, compute the F-test

and summarize results.