OLS fitting fails if method='qr' and cov_type='HC0' are used at the same time

[borderite]

Describe the bug

In OLS regression, specifying method='qr' and cov_type='HC0' in the fit method results in an error. The error message is:

AttributeError: 'OLS' object has no attribute 'pinv_wexog'

Code Sample, a copy-pastable example if possible

import numpy as np
import statsmodels.api as sm


y = np.random.randn(100)

x = np.random.randn(100, 5)

res = sm.OLS(y, x, missing='drop').fit(method='qr', cov_type='HC0')

If the issue has not been resolved, please file it in the issue tracker.

Expected Output

The above-mentioned error does not occur.

Output of import statsmodels.api as sm; sm.show_versions()

INSTALLED VERSIONS

Python: 3.9.2.final.0
OS: Linux 5.10.0-10-amd64 #1 SMP Debian 5.10.84-1 (2021-12-08) x86_64
byteorder: little
LC_ALL: None
LANG: en_US.utf8

statsmodels

Installed: 0.12.2 (/usr/lib/python3/dist-packages/statsmodels)

Required Dependencies

cython: 0.29.21 (/usr/lib/python3/dist-packages/Cython)
numpy: 1.19.5 (/usr/lib/python3/dist-packages/numpy)
scipy: 1.6.0 (/usr/lib/python3/dist-packages/scipy)
pandas: 1.1.5 (/usr/lib/python3/dist-packages/pandas)
dateutil: 2.8.1 (/usr/lib/python3/dist-packages/dateutil)
patsy: 0.5.1 (/usr/lib/python3/dist-packages/patsy)

Optional Dependencies

matplotlib: 3.3.4 (/usr/lib/python3/dist-packages/matplotlib)
backend: TkAgg
cvxopt: 1.2.5 (/usr/lib/python3/dist-packages/cvxopt)Note: As you can see, there are many issues on our GitHub tracker, so it is very possible that your issue has been posted before. Please check first before submitting so that we do not have to handle and close duplicates.

Note: Please be sure you are using the latest released version of statsmodels, or a recent build of main. If your problem has been fixed in an unreleased version, you might be able to use main until a new release occurs.

Note: If you are using a released version, have you verified that the bug exists in the main branch of this repository? It helps the limited resources if we know problems exist in the current main branch so that they do not need to check whether the code sample produces a bug in the next release.

joblib: 0.17.0 (/usr/lib/python3/dist-packages/joblib)

Developer Tools

IPython: 7.20.0 (/usr/lib/python3/dist-packages/IPython)
jinja2: 2.11.3 (/usr/lib/python3/dist-packages/jinja2)
sphinx: Not installed
pygments: 2.7.1 (/usr/lib/python3/dist-packages/pygments)
pytest: 6.0.2 (/usr/lib/python3/dist-packages/pytest)
virtualenv: 20.4.0+ds (/usr/lib/python3/dist-packages/virtualenv)

[bashtage]

Thanks for the report.