statsmodels/statsmodels — pull request #1189 by josef-pkt (2013-11-17 12:26:27+00:00)
Title: Robust covariances: integrate with models, normal based Wald tests

first round of integrating robust covariances into the models, and make the cov_type handling more consistent across models.
plus `add_t` normal distribution based Wald statistics

changes behavior of RLMResults, see #1164

currently after OLS only, still needs to be extended to other models. (might currently be wrongly inherited by WLS/GLS)
OLS robust covariance integration tested against Stata, especially ivreg2

WIP: there is a lot more to do, but should be merged soonish, so it can be merged with @bashtage 's PRs

main discussion and list of issues is in #1158

(need TravisCI to check because I'm not always running the full test suite, made mistake in RLM)