parameters are not accurately estimated. Other indices, such as the base index, which weights each trait according to its economic value (Williams, 1962), or an index that uses trait heritability values as weights, can be nearly as effective as an optimum index if selection traits are not correlated (Suwantaradon et al., 1975; Smith et al., 1981). Pearl Millet Pearl millet (Pennisetum glaucum (L.) R. Br.) is a cereal grain crop that grows as a robust annual bunchgrass. It can produce seed when grown on soils that are too acid, dry, or infertile for sorghum (Sorghum bicolor (L.) Moench) and maize (Burton and Powell, 1968) and, thus, it commonly is sown in semiarid regions. Pearl millet is the predominant crop in northwest India and the Sahel of Africa (Brunken et al., 1977; Rachie and Majmudar, 1980; Pearson, 1985). Pearl millet has been subjected to natural and artificial forms of mass selection during its 4 to 5 millenia of cultivation (Brunken et al., 1977). Selection for adaptation to moisture stress probably is responsi ble for its rapid and deep rooting capacity (Begg, 1965; Gregory and Squire, 1979), its efficient use of water (Kassam and Kowal, 1975), and its ability to produce viable seed when water scarcity stops grain filling prematurely (Fussell and Pearson, 1980). The earliest human effort to increase grain yield of this crop may have involved mass selection for well-filled panicles, panicle compactness, panicle length, and high seed weight (Krishnaswamy, 1962). Pearl millet is an outcrossing crop with immense genetic diversity.