Check the temperature of the thermostat. If it is especially cold outside and you have the thermostat set high, the system will continue to run all day long until the interior temperature matches that set on the thermostat. For instance, if it is 20 degrees Fahrenheit outside and you turn the heater to 90 degrees Fahrenheit inside, your system will run all day long until the inside reaches 90 degrees Fahrenheit. Turning the thermostat to a higher temperature will not heat the apartment faster. Check the apartment for leaky windows and doors through which your heated air could be escaping, making the interior of the apartment colder.
Look at the location of the thermostat. If it is located in a cold spot such as next to a north-facing window or by a draft door, the area near the thermostat will take longer than the rest of the apartment to reach the desired temperature. This will cause the heater to run longer because the thermostat has not sent the signal to the heating unit to turn off. Move the thermostat if possible to a warmer location so it more accurately reflects the temperature in the center of the apartment.
If you have a heat pump to provide heating and cooling for your apartment, you need to check the coils on the condenser outside. Dirt on the coil will let the unit run but it will not provide any heat or cooling. No matter the temperature set on the thermostat, the heater will keep running to try to match the thermostat temperature -- but since no heat is coming from the system, it never turns off. Wash off the coils with a water hose.
If your apartment has a central furnace, the heat anticipator on the unit might be set incorrectly. Look for a rotating lever on the furnace. Turn the lever to the right, clockwise, to reduce the amount of time the furnace fires. This will prevent the furnace from running all day long.