Dependency on weird statsmodels import causes large slowdown
I filed a bug on this over with scikits.statsmodels, but in the meantime I thought Pandas folks might want to know, so here's the bug report below:

Within statsmodels/tools/data.py, there's a piece of code in the function "_is_using_larry" that tries an import of the la module and walks the Python path looking for the module. 

When it's not installed, this substantially slows down several programs. Probably, this module should just be included with statsmodels, or a global variable within data.py should be used to prevent multiple expensive searches for importing the file.

In my use case, I am working with Python Pandas and doing several large rolling OLS calculations distributed on many processors. The compounded effect of all of these searches to import la is pretty drastic. When I just added my own la.py file to a regular directory in my path, and all the file contained was: "larry = type(None)", this sped up my code by a factor of 50. This shouldn't be needed though, for overcoming a simple module import.
