Generalized linear models are an increasingly common approach for spike train data analysis. For the logistic and Poisson models, one possible difficulty is that iterative algorithms for computing parameter estimates may not converge because of certain data configurations. For the logistic model, these configurations are called complete and quasi-complete separation. We show that these features are likely to occur because of refractory periods of neurons. We use an example to study how standard software deals with this difficulty. For the Poisson model, we show that the same difficulties arise, this time possibly due to bursting or specifics of the binning. We characterize the nonconvergent configurations for both models, show that they can be detected by linear programming methods, and discuss possible remedies.