Even before being laid off, for the fourth time in 14 years, from a job as a purchasing manager, Annastine Allen of Bridgeport, Conn., was putting down the foundation — literally — for a new career in construction.

Using $135,000 of her savings, she bought a lot in North Haven, Conn., in August 2004, with the intention of building a home and selling it for a profit. Two months later, her shift to self-employment came earlier than desired, with another pink slip.

"With corporate America deciding whether I have a job or not, it really pushed me in a new direction," said Ms. Allen, 50, who these days straps on a tool belt rather than picking up a briefcase for work. "If I'm going to give 110 percent, then why not do it for myself?"

By the end of this month, she hopes to have completed the 4,300-square-foot colonial-style home she has been working on for several months. Although she does not have her own construction crews, she has been able to build the home relying on her own skills and those of subcontractors. Her costs to build the home, which she expects to sell for $650,000 to $750,000, were about half the estimates from the contractors she initially considered using.

Michelle S. Butler, program director of the Women's Business Center of California in San Diego, said: "Women are going out and taking matters into their own hands. That's why they've become the fastest-growing demographic of entrepreneurs."

And more often than not they are going it alone.

The businesses they choose often dovetail with their own interests or expertise, resulting in a wide variety of start-ups. In San Diego, Ms. Butler gave these examples: a Mexican immigrant whose family had been in the trucking business bought a tractor-trailer rig and established a company to handle cross-country hauling contracts. Another woman, who had been a nurse's aide, started a business providing health care services to the elderly in their homes. Another owns a gravel-crushing business.

A recent study by the Center for Women's Business Research in Washington found that the number of women-owned businesses with no employees grew 18 percent from 1997 to 2004, twice the rate for all businesses without employees. In addition, the revenue for such women-owned firms grew 66 percent, compared with 42 percent over all.

The highest growth rate is found in industries historically dominated by men, like construction, agriculture and transportation.

The center estimates that about 5.4 million firms fall into the category of women-owned businesses with no employees, and they generate an estimated $167 billion in sales annually. Most run their businesses from home, and many are refugees from the corporate world.

"Work is changing," said Gwen Richtermeyer, director for research at the Center for Women's Business Research. "Women are becoming more independent and sorting out 'How do I do what I need to do to make living?' "

By not having employees, small-business owners are able to avoid headaches and extra costs associated with maintaining a payroll and health insurance. Still, keeping a small business alive can be challenging. Finding financing is rarely easy; many entrepreneurs rely on credit cards, family, friends and savings.

According to statistics provided by the Small Business Administration's office of advocacy, the one-year survival rate for start-up businesses is 81 percent, the two-year rate 66 percent and the four-year rate 44 percent.

About 90 percent of small-business failures are attributed to lack of management expertise and an absence of a solid business plan, which is paramount to success, said Wilma Goldstein, director for the Women's Office of the Small Business Administration, which sponsors women's business centers to assist entrepreneurs.

But beyond glass ceilings, women are looking for greater independence and flexibility to help them juggle family demands or pursue special interests. Ms. Goldstein notes that almost 60 percent of all women work outside the home, a marked departure from the 1950's when almost no women did.

Tearsa Coates, a 30-year-old chemical engineer in Philadelphia, stepped out of her career path shortly after going back to school to obtain an M.B.A.