I also suggestAdding the difficult option to a command sometimes works wonders. It usually does nothing and may even make things worse, but it is easy to try. This is often the first thing I do, and occasionally it works miracles.Simplify the model and gradually add more variables to it. You may be able to identify the variables that are causing you grief.Try using a different program that uses a different algorithm; a problem that may be very difficult for one algorithm may work quite well for another.When the model is appropriate for the data, Long says that ML estimation tends to work well and convergence is often achieved within 5 iterations.