title: ValueError: endog must be in the unit interval
body: <p>While using statsmodels, I am getting this weird error: <code>ValueError: endog must be in the unit interval.</code> Can someone give me more information on this error? Google is not helping. </p>
  
  <p>Code that produced the error:</p>
  
  <pre><code>"""
  Multiple regression with dummy variables. 
  """
  
  import pandas as pd
  import statsmodels.api as sm
  import pylab as pl
  import numpy as np
  
  df = pd.read_csv('cost_data.csv')
  df.columns = ['Cost', 'R(t)', 'Day of Week']
  dummy_ranks = pd.get_dummies(df['Day of Week'], prefix='days')
  cols_to_keep = ['Cost', 'R(t)']
  data = df[cols_to_keep].join(dummy_ranks.ix[:,'days_2':])
  data['intercept'] = 1.0
  
  print(data)
  
  train_cols = data.columns[1:]
  logit = sm.Logit(data['Cost'], data[train_cols])
  
  result = logit.fit()
  
  print(result.summary())
  </code></pre>
  
  <p>And the traceback:</p>
  
  <pre><code>Traceback (most recent call last):
    File "multiple_regression_dummy.py", line 20, in &lt;module&gt;
      logit = sm.Logit(data['Cost'], data[train_cols])
    File "/Library/Frameworks/Python.framework/Versions/3.4/lib/python3.4/site-packages/statsmodels/discrete/discrete_model.py", line 404, in __init__
      raise ValueError("endog must be in the unit interval.")
  ValueError: endog must be in the unit interval.
  </code></pre>