Comment 4 for bug 434407

I have commited a fix for this and added some tests for shapes in regression to test_regression. It currently tests that the outputs are the same for the shapes of (n,1) or (n,) for endog or (n,1) or (n,) for exog. There is also test that endog.shape[0] = exog.shape[0]. Changes are in my branch only at the moment.