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.
what kind of data is in `else`?
I guess this should also have the 2d check, in case `endog` is already in the right format.