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Estimates of genetic parameters for birth (N = 3909), weaning (N = 3425), yearling (N = 2764) and final (N = 2144) weights were obtained from the records of Gobra cattle collected at the Centre de Recherches Zootechniques de Dahra, Senegal. Three animal models were fitted to obtain estimates by REML using an average information (AI) approach. Model 1 considered random direct, maternal genetic and maternal permanent environmental effects. In model 2, a general grandmaternal effect was added to the random effects considered in model 1, and in model 3, the general grandmaternal effect was divided into grandmaternal genetic and grandmaternal permanent environmental effects. All models allowed covariances among genetic effects. The inclusion of grandmaternal effects in models 2 and 3 did not change the estimates of the genetic parameters compared to model 1. Variances attributable to grandmaternal effects became negative and were set close to zero, except for yearling weight for which grandmaternal heritability was 0.03 ± 0.03. The estimates for direct and maternal heritabilities were, respectively, 0.08 ± 0.03 and 0.03 ± 0.02 for birth, 0.20 ± 0.05 and 0.21 ± 0.05 for weaning, 0.26 ± 0.07 and 0.16 ± 0.07 for yearling and 0.14 ± 0.06 and 0.16 ± 0.06 for final weights. The estimates of the genetic correlation between direct and maternal effects for birth, weaning, yearling and final weights were -0.17 ± 0.40, -0.58 ± 0.32, -0.52 ± 0.34 and -0.34 ± 0.37, respectively. For yearling weight with grandmaternal heritability estimated to be only 0.03, model 3 gave estimates of the genetic correlation between direct and grandmaternal effects and between maternal and grandmaternal effects of 0.28 ± 0.48 and -0.33 ± 0.67, respectively. Estimates of direct and maternal heritabilities were unchanged when grandmaternal effects were not included in the model.