$\Phi$ admissibility of stochastic regression coefficients in a general multivariate random effects model under a generalized balanced loss function

Abstract

The definitions of $\Phi$ optimality and $\Phi$ admissibility of stochastic regression coefficients are given in a general multivariate random effects model under the generalized balanced loss function. $\Phi$ admissibility of linear estimators of stochastic regression coefficients is investigated. Sufficient and necessary conditions for linear estimators to be $\Phi$ admissible in classes of homogeneous and nonhomogeneous linear estimators are obtained, respectively.