Scaling of variables. Scaling can be important. The larger the ratio between the largest standard deviation and the smallest standard deviation, the more problems you will have with numerical methods. For example, if you have income measured in dollars, it may have a very large standard deviation relative to other variables. Recoding income to thousands of dollars may solve the problem. Long says that, in his experience, problems are much more likely when the ratio between the largest and smallest standard deviations exceeds 10. I have seen rescaling solve many problems.You may want to rescale for presentation purposes anyway, e.g. the effect of 1 dollar of income may be extremely small and have to be reported to several decimal places; coding income in thousands of dollars may make your tables look better.Model specification. Make sure the software is estimating the model you want to estimate, i.e. make sure you haven’t made a mistake in specifying what you want to run. (And, if it is running what you wanted it to run, make sure that what you wanted it to do actually makes sense!)Incorrect variables. Make sure the variables are correct, e.g. variables have been computed correctly. Check the descriptive statistics. Long says his experience is that most problems with numerical methods are due to data that have not been “cleaned.”Number of observations. Convergence generally occurs more rapidly when there are more observations. Not that there is much you can do about sample size, but this may explain why you are having problems.Distribution of outcomes. If one of the categories of a categorical variable has very few cases, convergence may be difficult. Long says you can’t do much about this, but I think you could sometimes combine categories.