'save a pickle of this instance
Parameters
fname : string or filehandle
fname can be a string to a file path or filename, or a filehandle.
remove_data : bool
If False (default), then the instance is pickled without changes.
If True, then all arrays with length nobs are set to None before
pickling. See the remove_data method.
In some cases not all arrays will be set to None.'

def save(self, fname, remove_data=False):

    from statsmodels.iolib.smpickle import save_pickle
    if remove_data:
        self.remove_data()
    save_pickle(self, fname)
