This paper considers the effect of an erroneous inclusion of regressors on the risk properties of the Stein-rule,positive-part Stein-rule and inequality restricted and pre-test estimators in a linear regression model.The two Stein-rule estimators are considered when extraneous information is available in the form of a set of multiple equality constraints on the coefficients,while the inequality estimators are considered under the case of a single inequality constraint.It is shown that the inclusion of wrong regressors has only minimal effect on the properties of the Stein-rule and positive-part Stein-rule estimators,and no effect at all on the inequality restricted and pre-test estimators when there is a single inequality constraint.