Cream butter and cream cheese together; gradually add sugar, beating thoroughly after each addition. Beat in eggs one at a time; continue beating until light and fluffy.
In a separate bowl, combine the dry ingredients and anise seeds.; stir into creamed mixture.
Divide dough in half, place on a lightly greased baking sheet, and form into two rolls the length of the baking sheet and 1 1/2 inches wide.
Bake at 350° 30 to 35 minutes, or until light brown. Remove from the oven and cut rolls crosswise into slices about 3/4 inch thick. Place on baking sheets cut side down.
Return to oven and bake 10 minutes longer, or until crisp.