Show warnings if glm.fit doesn't converge.

[colinfang]

Currently in a glm fit I cannot find a way to check if a fit is convergent or not.

http://stackoverflow.com/questions/24939357/how-can-i-check-if-a-glm-lm-of-statsmodels-is-converged-or-not?

Having read the source code:

https://github.com/statsmodels/statsmodels/blob/master/statsmodels/genmod/generalized_linear_model.py

It doesn't seem to pass converged to an outer scope. Can we have it in the result as well?

[josef-pkt]

check for 0.7 if this is still open.

[josef-pkt]

GLM._fit_irls attaches a converged attribute, but doesn't define mle_retvals (see #1722 )

glm_results.converged = converged

closing