Alternatively, we could just try to cast to float but since we're not systematically handling dtypes I preferred to just fail early and let the user know to check their data.
Closes #880. Should also close #1875.
Can look at fixing #1210 in this PR too.
TST: Test dtype object error
looks good, I wasn't sure where this check should be added.
(we still have the same problem with auxiliary arrays, other arrays in model.__init__)
ENH: Better error message on object dtype. Closes #880
I'm going to look at the others with the GEE/New models grouping missing stuff.
Coverage increased (+0.01%) when pulling 00f6558 on jseabold:object-dtype into 7f42939 on statsmodels:master.