Data on lamb survival from birth to weaning of Rambouillet and Finnsheep were analysed with sire-maternal grandsire linear (LM) and threshold (TM) models. Models for the Rambouillet included the effects of year, type of birth, age of dam and sex as fixed effects and sire, maternal grandsire and residual as random effects. For the Finnsheep, fixed effects were year-age of dam combination, type of birth-rearing and sex, and random effects were sire, maternal grandsire and residual. Restricted maximum likelihood (REML) and marginal maximum likelihood (MML) estimates of variance and covariance components were obtained under LM and TM, respectively. The performance of LM and TM was assessed in terms of goodness of fit and predictive ability. Within the Rambouillet breed, heritabilities of additive direct (0·06), additive maternal (0·04) and total effects (0·13) obtained with TM were 2, 1·3 and 1·9 times greater than those obtained with LM, respectively. For the Finnsheep data, estimated heritabilities of direct (0·17), maternal (0·26) and total (0·34) effects using TM were 1·9, 1·4 and 1·6 times greater than the estimates using LM, respectively. Estimated genetic correlation between direct and maternal effects was 0·14 for the Finnsheep with both the LM and TM. Higher genetic correlations between direct and maternal effects (0·44 and 0·62 with LM and TM, respectively) were obtained for the Rambouillet data. Goodness of fit and predictive ability of the models used with the Finnsheep data were better than for the models used with the Rambouillet data, but within breed, no sizable or significant differences were detected between LM and TM. Results indicate that maternal effects were important in lamb survival to weaning; especially in the more prolific Finnsheep breed.