I am no sure I fully understand what you mean. 
Something like this? (just to clean up the code)
```
class _TestSQLAlchemy(PandasSQLTest):
    def set_up(self):
        setup_import()
        setup_driver()
        setup_connect()

    def setup_import():
        if not SQLALCHEMY_INSTALLED:
            raise nose.SkipTest('SQLAlchemy not installed')

    def setup_connect():
        try:
            self.conn = self.connect()
            self.pandasSQL = sql.PandasSQLAlchemy(self.conn)
        except sqlalchemy.exc.OperationalError:
            raise nose.SkipTest("Can't connect to server")

class TestPostgreSQLAlchemy(_TestSQLAlchemy):
    def setup_driver()
        try:
            import psycopg2
            self.driver = 'psycopg2'
        except ImportError:
            raise nose.SkipTest('psycopg2 not installed')
```