I have a problem with my multinomial logistic regression on statsmodels. I have dummies in my independant variables and when I put the option "dummy=True" on get_margeff I have this problem :
D:\Anaconda\lib\site-packages\statsmodels\discrete\discrete_model.py in _derivative_predict(self, params, exog, transform)
853 X = np.tile(exog, J-1)
854 # this is the derivative wrt the base level
--> 855 F0 = -repeat_eXB * X / sum_eXB ** 2
856 # this is the derivative wrt the other levels when
857 # dF_j / dParams_j (ie., own equation)
ValueError: operands could not be broadcast together with shapes (1,12) (1,6)
I haven't missing values on my data
my code :
from statsmodels.api import MNLogit
from statsmodels.tools.tools import add_constant
#Y = pd.Categorical(TAB2["result"], categories=[3,2,1,0], ordered = True)
Y = TAB2["result"].astype(int)
X = TAB2[["D"]]
X = add_constant(X)
MODELE = MNLogit(Y, X, missing="drop")
RES = MODELE.fit(maxiter = 10000000000, method="ncg")
RES.summary()
MARGINAL_EFFECT = RES.get_margeff(at="mean", dummy=True)
Thanks a lot if you can help me.