Admissibility of the maximum likelihood estimator in the regression of two predictands on one predictor

Summary Stein [2] has shown that the maximum likelihood estimator (MLE) of the regression coefficients is admissible in unvariate regression with one predictor or with two predictors and known means. In a similar way it is shown in the present note that the MLE is admissible when there are two predictands and one predictor and the means are known.