Admissibility for linear estimators of regression coefficient in a general Gauss–Markoff model under balanced loss function

A generalization of Zellnerʹs balanced loss function is proposed according to unified theory of least squares under a general Gauss–Markoff model. Admissibility of linear estimators is investigated under the balanced loss function. And necessary and sufficient conditions that linear estimators are admissible in a class of homogeneous and nonhomogeneous linear estimators are obtained, respectively.