title: Statsmodels Logistic Regression class imbalance
body: <p>I'd like to run a logistic regression on a dataset with 0.5% positive class by re-balancing the dataset through class or sample weights.  I can do this in scikit learn, but it doesn't provide any of the inferential stats for the model (confidence intervals, p-values, residual analysis).</p>
  
  <p>Is this possible to do in statsmodels?  I don't see a sample_weights or class_weights argument in statsmodels.discrete.discrete_model.Logit.fit</p>
  
  <p>Thank you!</p>