Thanks for digging into this and sorry I have missed that.  I typically
add export http*_proxy  to prevent any network interactions but I guess
didn't get that far with statsmodels.

FWIW, for dipy package I now ask upstream to provide me e.g.
    dipy_0.12.0.orig-doc-examples.tar.gz
where there are examples, which require lengthy computation to produce doc 
pieces

To resolve this issue quickly, I might have also simply patched/excluded
those examples/docs which require external datasets (especially with
incompatible terms), from building.

-- 
Yaroslav O. Halchenko
Center for Open Neuroscience     http://centerforopenneuroscience.org
Dartmouth College, 419 Moore Hall, Hinman Box 6207, Hanover, NH 03755
Phone: +1 (603) 646-9834                       Fax: +1 (603) 646-1419
WWW:   http://www.linkedin.com/in/yarik        

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