The goal of animal breeding is to improve performance traits of animal
populations through selection. The selection criterion is usually bas
ed on best linear unbiased prediction (BLUP) of additive genetic effec
ts. BLUP requires knowledge about variance components that have to be
estimated in practice. Due to its desirable properties restricted maxi
mum likelihood (REML) has become the method of choice for the estimati
on of variance components of mixed linear models in animal breeding. I
mpressive progress has been made in the development of efficient compu
ting algorithms that allow REML to be used for general mixed linear mo
dels of large data sets. Various flexible computer programs have becom
e available. Due to the adoption of Markov chain Monte Carlo procedure
s Bayesian estimation has recently become feasible and is increasingly
used in animal breeding applications. The availability of powerful co
mputers and advances in the efficiency of computing algorithms allow t
he consideration in the of increasingly complex models. Therefore, the
development and application of appropriate statistical procedures for
mobel comparison is becoming more important.