TST: Switch form skip to smoke

Treat test as a smoke test on Python 2.7 instead of skipping

statsmodels/genmod/tests/test_glm_weights.py

@@ -766,7 +766,6 @@ def setup_class(cls):
         cls.res2 = mod2.fit()
 
 
-@pytest.mark.skipif(not PY3, reason='pytest warning capture does is buggy on 2.x')
 def test_warnings_raised():
     weights = [1, 1, 1, 2, 2, 2, 3, 3, 3, 1, 1, 1, 2, 2, 2, 3, 3]
     # faking aweights by using normalized freq_weights
@@ -776,13 +775,15 @@ def test_warnings_raised():
 
     cov_kwds = {'groups': gid, 'use_correction': False}
 
-    with pytest.warns(SpecificationWarning):
+    # Work around for buggy pytest repeated warning capture on Python 2.7
+    warning_type = SpecificationWarning if PY3 else None
+    with pytest.warns(warning_type):
         res1 = GLM(cpunish_data.endog, cpunish_data.exog,
                    family=sm.families.Poisson(), freq_weights=weights
                    ).fit(cov_type='cluster', cov_kwds=cov_kwds)
         res1.summary()
 
-    with pytest.warns(SpecificationWarning):
+    with pytest.warns(warning_type):
         res1 = GLM(cpunish_data.endog, cpunish_data.exog,
                    family=sm.families.Poisson(), var_weights=weights
                    ).fit(cov_type='cluster', cov_kwds=cov_kwds)