This has probably been fixed in the following commit:

commit 25b2c47d753efd0761a4e16519dce38d828789f5
Author: Hartmut Goebel <h.goe...@crazy-compilers.com>
Date:   Sun Oct 16 18:40:58 2016 +0200

    gnu: python-statsmodels: Fix build

    * gnu/packages/statistics.scm (python-statsmodels): [check] set
      PYTHONPATH prior to running tests.

In any case the package did compile in 2017, and was updated later to 0.8.0.

Andreas




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