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NaNs in Multinomial #514

jseabold opened this Issue · 2 comments

1 participant

Skipper Seabold
Skipper Seabold

From mailing list

"I am creating Multinomial Logistic Regression Models using MNLogit from statsmodels.discrete.discrete_model. Occasionally, I receive NaN as the function's value after termination.

I have equivalent code in R, and I do not receive NaN values. Can anyone explain this behavior? Basically, I am trying to predict one of three categories from several explanatory variables that are continuous in nature."

Skipper Seabold

I have the data for this but am unable to replicate as of now.

Skipper Seabold

Closing this as a duplicate of #516. It comes from near perfect separation IIRC.

Skipper Seabold jseabold closed this
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