Constrained regression model selection

We propose two improved versions of the Akaike information criterion, AICCAICC and AICC*, for the constrained linear and single-index models, respectively. These enhanced versions have corresponding unconstrained selection criteria as their special cases. Our Monte Carlo simulations demonstrate that AICCAICC and AICC* are superior to the Akaike information criterion. Additionally, we illustrate the use of AICC* in an empirical example and generalize AICC* to the constrained partially linear model.