ENH: MNLogit strings/factor

Make sure MNLogit still works with strings, factors, object arrays. This got borked in the object array check that was added. Needs to go in for 0.6. So will also need a PR versus the 0.6.x maintenance branch.
in general: for extra tests where we already have checked the main results, use start_params to speed up the tests.

(we need to add this also to some other tests over time to keep the total test time reasonable. So far it's mainly used in the slow tests of Kerby's GEE or Mixed)