A model that contains both fixed and random linear regressions is described for analyzing test day records of dairy cows. Estimation of the variances and covariances for this model was achieved by Bayesian methods utilizing the Gibbs sampler to generate samples from the marginal posterior distributions. A single-trait model was applied to yields of milk, fat, and protein of first lactation Holsteins. Heritabilities of 305-d lactation yields were 0.32, 0.28, and 0.28 for milk, fat, and protein, respectively. Heritabilities of daily yields were greater than for 305-d yields and varied from 0.40 to 0.59 for milk yield, 0.34 to 0.68 for fat yield, and 0.33 to 0.69 for protein yield. The highest heritabilities were within the first 10 d of lactation for all traits. Genetic correlations between daily yields were higher as the interval between tests decreased, and correlations of daily yields with 305-d yields were greatest during midlactation.
