Data included 393 097 calving ease, 129 520 gestation length, and 412 484 birth weight records on 412 484 Gelbvieh cattle. Additionally, pedigrees were available on 72 123 animals. Included in the models were effects of sex and age of dam, treated as fixed, as well as direct, maternal genetic and permanent environmental effects and effects of contemporary group (herd-year-season), treated as random. In all analyses, birth weight and gestation length were treated as continuous traits. Calving ease (CE) was treated either as a continuous trait in a mixed linear model (LM), or as a categorical trait in linear-threshold models (LTM). Solutions in TM obtained by empirical Bayes (TMEB) and Monte Carlo (TMMC) methodologies were compared with those by LM. Due to the computational cost, only 10 000 samples were obtained for TMMC. For calving ease, correlations between LM and TMEB were 0.86 and 0.78 for direct and maternal genetic effects, respectively. The same correlations but between TMEB and TMMC were 1.00 and 0.98, respectively. The correlations between LM and TMMC were 0.85 and 0.75, respectively. The correlations for the linear traits were above .97 between LM and TMEB but as low as 0.91 between LM and TMMC, suggesting insufficient convergence of TMMC. Computing time required was about 2 hrs, 5 hrs, and 6 days for LM, TMEB and TMMC, respectively, and memory requirements were 169, 171, and 445 megabytes, respectively. Bayesian implementation of threshold model is simple, can be extended to multiple categorical traits, and allows easy calculation of accuracies; however, computing time is prohibitively long for large models.