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Key words and phrases: linear regression model; GPN criterion; OLS and MLE estimators; Stein estimators; 2SHI estimators. The paper considers an extension of Tran Van Hoa's family of 2SHI (two stage hierarchical information) estimators for the coefficient vector of a linear regression model and derives the conditions for the dominance of the 2SHI estimator over the OLS and Stein rule estimators under a Generalized Pitman Nearness (GPN) criterion when the disturbance variable is small. † This work was carried out during the second author's visit to the Department of Economics, University of Wollongong, as a Visiting Lecturer. The financial support and research facilities from the Department are greatly appreciated. In 1985, Tran Van Hoa proposed a family of 2SHI (two stage hierarchical information) estimators for the coefficient vector of the linear regression model. These 2SHI estimators were demonstrated to dominate in average mean squared errors (MSE) the OL