Hi, I'm using R 3.0.1, Zelig 4.1-3 and ZeligMultilevel 0.7-0 The model in the gamma.mixed demo gives false convergence: library(ZeligMultilevel) data(coalition2) z.out <- zelig( duration ~ invest + fract + polar + numst2 + crisis + tag(1 | country), data = coalition2, model = "gamma.mixed", family = Gamma(link="log") ) WARNING: Warning in mer_finalize(ans) : false convergence (8) If I refit the model without any predictors, then it converges, but with pretty silly Std.Dev/Std.Error estimates - so this would seem to be where the problem lies: Generalized linear mixed model fit by the Laplace approximation Formula: duration ~ 1 + tag(1 | country) Data: coalition2 AIC BIC logLik deviance -1242560 -1242549 621283 -1242566 Random effects: Groups Name Variance Std.Dev. country (Intercept) 1.3621e+92 1.1671e+46 Residual 7.0281e+97 8.3833e+48 Number of obs: 304, groups: country, 14 Fixed effects: Estimate Std. Error t value (Intercept) 1.127e+02 4.808e+47 0