Let S be matrix of residual sum of square in linear model Y=Ab+e where matrix e is distributed as elliptically contoured with unknown scale matrix S. In present work, we consider the problem of estimating S with respect to squared loss function, L (S^, S) =tr (S^S-1-I) 2. It is shown that improvement of the estimators were obtained by James, Stein, Dey and Sri-vasan under the normality assumption remains robust under an elliptically contoured distribution respect to squared loss function.