Abstract Bayesian methods and Gibbs sampling techniques have been applied to estimate genetic parameters for test-day (TD) yields in the Spanish Holstein-Friesian population. Three models were analyzed: (a) multitrait model on successive TD yields within the first lactation; (b) multitrait model on the first three lactations considering TD yields as repeated measures within lactations; (c) random regression model (RRM) on first lactation TD yield. Two alternative RRM were adjusted, RRM1 considered random regression on the genetic effects only, RRM2 included random regressions for the genetic and permanent environmental effects and allowed for heterogeneous residual variances. In model (a), heritabilities tended to be larger in middle lactation and genetic correlations among TD measures were large (>0.80). Large genetic correlations among lactations (>0.89) and heterogeneous variances for first vs. other lactations were found for model (b). RRM1 was found to be superior to the simple repeatability model (b) in terms of reducing residual variance. However, RRM1 produced very large estimates of the genetic variance at the beginning and end of the lactation. Genetic and environmental variances estimated under RRM2 tended to be close to the multitrait model (a). Large discrepancies in the genetic correlations among daily yields with respect to the one observed from the multitrait approach were found for RRM1 and, to a lesser extent, for RRM2.