We have performed finite-field calculations of the dipole polarizabilities and hyperpolarizabilities of some first-row compounds in the local spin-density approximation (LDA) at the basis-set limit using the numerical density-functional code NUMOL. We show that the calculations of Guan et al. [J. Chem. Phys. 1993, 98, 4753] on dipole moments and polarizabilities are well converged with their high-quality double-zeta basis set which includes field-induced polarization functions. However, hyperpolarizabilities are not similarly well converged. We provide reference values for first hyperpolarizabilities and estimated LDA values of some second hyperpolarizabilities.