'Preprocesses the data for MNLogit.'

def initialize(self):

    super(MultinomialModel, self).initialize()
    self.endog = self.endog.argmax(1)
    self.J = self.wendog.shape[1]
    self.K = self.exog.shape[1]
    self.df_model *= (self.J - 1)
    self.df_resid = ((self.exog.shape[0] - self.df_model) - (self.J - 1))
