I'm fitting a logistic regression (binary) using Python's
statsmodels, and here's a snippet of summary from the model:
I have noticed that the large coefficients only occurred on two variables and it seems like it's due to not converging (though I set max to 500).
Warning: Maximum number of iterations has been exceeded. Current function value: 0.094121 Iterations: 500
I'm wondering what's the reason behind it and what are some possible ways of fixing this.
Just as extra information, I did:
- drop one of the levels from binning
- add a constant to the design matrix
Any help is appreciated! And please let me know what other information might be useful to identify the problem.