I am trying to use a Negative Binomial regression model with link=log in SAS 9 for some count data in which the dependent count variable takes on the values that range between 4 and 300 depending on the experiment. I get the following warning in the Log:   "WARNING: The relative Hessian convergence criterion of ##### is greater than the limit of 0.0001. The convergence is questionable. WARNING: The procedure is continuing but the validity of the model fit is questionable."   The model has two independent variables: DOSE and HIGH where HIGH is an idicator variable (0 or 1).   proc genmod data=test_data1 ; ods output parameterestimates=params ModelANOVA=pvalues ; model NCOUNT = DOSE1 HIGH / dist=negbin link=log type3 ; by PRODUCT S9 STRAIN REP; run ;   The estimate for dispersion parameter is always 0 or near 0. When the estimate is 0, its followed by a standard error and missing values for the 95% Wald CIs. The estimates and standard errors for the independent variables equal those when using a Poisson regression model rather than a negative binomial regression  model.   Is there a solution for the convergence issue? ... View more