In this paper, the cross-validation methods namely the <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$C_{p}$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <msub> <mi>C</mi> <mi>p</mi> </msub> </math> </EquationSource> </InlineEquation>, PRESS and GCV are presented under the multiple linear regression model when multicollinearity exists and additional information imposes restrictions among the parameters that should hold in exact terms. The selection...</equationsource></equationsource></inlineequation>

Autocorrelation in errors and multicollinearity among the regressors are serious problems in regression analysis. The aim of this paper is to examine multicollinearity and autocorrelation problems concurrently and to compare the r − k class estimator to the generalized least squares estimator,...