1. Genetic and residual variances and covariances were estimated on performance data from 5943 lyaing hens from a 7 generation selection experiment for the traits: egg number up to day 270 (EN270), egg weight (EW), body weight at day 215 (BW), egg mass 100 g of food (EMFC), and residual food consumption (RFC) by a Henderson 3 and REML procedure. 2. Simultaneous REML estimates of all 30 components were obtained by a software package is based on numerical optimisation of the log likelihood using a multivariate animal model. Henderson 3 estimates were computed on the basis of a hierarchical sire-dam model. Estimates were generated beginning with a data set comprising only the first generation, and then successively adding one generation after the other. 3. REML estimates for heritabilities h2 on the basis of all performance records were 0.40, 0.75, 0.62, 0.21 and 0.22 for traits EN270, EW, BW, EMFC, and RFC, respectively. The corresponding Henderson 3 estimates were: 0.30, 0.57, 0.43, 0.21, and 0.20. 4. The results indicate that some REML h2 estimates are substantially different from those obtained by Henderson 3 once the data set included three generations as opposed to those based on Henderson 3.