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...data, xlev = xlev) The problem in 1.5.1 seems to be model.matrix return inconsistently ordered interaction terms. There are abviously several work arounds. ### Start of example dfr <- expand.grid(i=0:154,j=0:154) dfr <- dfr[with(dfr,i+j<=154),] dfr$logj <- with(dfr,log(j+0.5)) dfr$jmin6 <- with(dfr, pmin(j,6)) dfr$ihalf <- with(dfr, factor(floor(i/6))) dfr$i100 <- with(dfr, ifelse(i<100,1,0)) dfr$j0 <- with(dfr, ifelse(j==0,1,0)) Ai <- runif(length(levels(dfr$ihalf))) Ai <- Ai-Ai[1] Bi <- runif(length(levels(dfr$ihalf))) Bi <- (Bi-Bi[1])/10 eta <- w...