TST: Restore skip for warnings

Skip releated warnings test on Python 2.7

statsmodels/genmod/tests/test_glm_weights.py

@@ -766,6 +766,7 @@ 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
@@ -775,28 +776,17 @@ def test_warnings_raised():
 
     cov_kwds = {'groups': gid, 'use_correction': False}
 
-    # Workaround for buggy pytest repeated warnings capture in Python 2.7
-    # pytest/#2917
-    # Save the filters
-    filters = warnings.filters[:]
-    warnings.resetwarnings()
-    warnings.simplefilter('always', SpecificationWarning)
-
     with pytest.warns(SpecificationWarning):
         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()
 
-    warnings.resetwarnings()
-    warnings.simplefilter('always', SpecificationWarning)
     with pytest.warns(SpecificationWarning):
         res1 = GLM(cpunish_data.endog, cpunish_data.exog,
                    family=sm.families.Poisson(), var_weights=weights
                    ).fit(cov_type='cluster', cov_kwds=cov_kwds)
         res1.summary()
-    # Restore the filters
-    warnings.filters.extend(filters)
 
 
 weights = [1, 1, 1, 2, 2, 2, 3, 3, 3, 1, 1, 1, 2, 2, 2, 3, 3]