Here's the problem: We typically get something like: 

statsmodels p-value: 2e-09
p-value computed based on stata tvalue with scipy.stats.t: 4e-09

So, right number after the "e", but values that are sometimes 2-300% different before the "e". So relative tolerance won't work. Absolute tolerance is difficult because we have a range of pvalues here, going from about 1e-03 to about 1e-18