ENH: Expanded test coverage for LS models

Added test coverage for some corner cases of WLS, which revealed a bug
in WLS.
Added test coverage for norm_resid, which was also incorrect.
Added exception checks for GLS sigma with wrong sizes.
Added test for QR where Q,R are user provided.  Revealed a bug in this code.
BUG: Fixed corner case bugs in WLS, GLS and norm_resid

Fixes bugs mostly in checks for correctness on input for GLS and WLS for
the sigma or weights.
norm_resid now produces the output described in the doc string