title: multinominal regression model on continuous output
body: <p>I used a multinomial logistic regression on a csv file (3400 records) and the continuous independent variables has too many different variables (2500).
  When I run the multinominal regression model it takes too much time and then failed to result.
  I also assigned the <code>MaxNWts = 1000000</code>.
  Do you have any idea?</p>