This thesis is an investigation of the genetic parameters of dry matter intake, energy intake and milk yield by using random regression models and Gibbs sampling procedure. Estimates were obtained using 19,065 test-day (TD) records on 3,313 cows during the first lactation. Heritabilities of 0.22, 0.22 and 0.28 were estimated for the average TD dry matter intake, energy intake and milk yield, respectively. Lowest genetic variances were found in early lactation for dry matter and energy intakes. Both residual and permanent environmental variances varied greatly at different stages of lactation for dry matter intake, energy intake and milk yield through the lactation. Selection for milk yield would not cause high correlated genetic gains in dry matter and energy intakes due to moderate genetic correlations. Positive correlations of EBV between dry matter intake and type traits suggested that selection on conformation could increase dry matter intake.