diff --git a/src/glum/_glm.py b/src/glum/_glm.py
index 0fda06e0..dbf19524 100644
--- a/src/glum/_glm.py
+++ b/src/glum/_glm.py
@@ -896,10 +896,7 @@ def _convert_from_pandas(
                 ),
                 getattr(self, "cat_missing_method", "fail"),
             )
-            if (
-                hasattr(self, "categorical_format")
-                and self.cat_missing_method == "convert"
-            ):
+            if getattr(self, "cat_missing_method", "fail"):
                 df = _add_missing_categories(
                     df=df,
                     dtypes=self.feature_dtypes_,