The relationship between milk yield and somatic cell score (log-transformed somatic cell count) in dairy goats may involve complex pathways with recursive or simultaneous effects. Structural equation models were fitted to longitudinal data on milk yield and on somatic cell scores. Data consisted of 4 repeated records of milk production and of somatic cell score from left and right halves of the udder in each of 47 dairy goats; infection status of each of the halves at each test day was also available. Results strongly suggest the existence of a within-half, first-order autoregressive process and of simultaneity of effects between somatic cell scores from the left and right halves of the udder. This indicates that the immune response to an infection is not restricted to the half of the udder in which the infection takes place and that it tends to propagate over time. The existence of a negative effect of somatic cell score on milk yield was also supported by the results; however, evidence in favor of an effect in the opposite direction, a dilution effect, was not strong.