MAINT Make uniform the error raised for not fitted condition
MAINT Remove the _check_fitted test.
FIX the try except block to recognize NotFittedError
TST Add tests to assert if NotFittedError is raised appropriately
FIX support_ parameter should be tested, not the coef_
FIX Refactor _is_fitted method into check_is_fitted

ENH Add raise_error parameter to allow handling the result externally.