• continuation of Add Pyodide support and CI jobs for statsmodels #9270
• tests added / passed.
• code/documentation is well formatted.
• properly formatted commit message. See
  NumPy's guide.

TODO:

Tasks to get interactive documentation components for the "API reference" pages ready:

• Enable scaffolding for the TryExamples directive
• Add necessary JupyterLite deployment configuration files
• Ensure that the examples render properly in their notebooks
• (Partially handled,so far): Styling of the "Try it!" buttons in accordance with the sphinx-immaterial theme
• Patch statsmodels.datasets.get_rdataset to use pyodide.http.pyfetch APIs when running in the browser – this is an alternative approach to Patch statsmodels.datasets.get_rdataset network access pyodide/pyodide#5520
• Ensure that the enabled examples are all self-contained – possibly modify the doctest runner for this or use notebook modification functions from jupyterlite-sphinx.
• Find out which examples need to be disabled, and disable them

Ancillary tasks, towards making the "User Guide" interactive – which may be taken up in a follow-up PR as needed, so that this PR is better scoped:

• Add JupyterLite-specific code at the top of notebooks (which won't be executed outside WASM)
• Modify nbgenerate.py so that it doesn't include said JupyterLite-specific code in corresponding .py files
• Get nbsphinx to not execute said cell in the notebooks and hide it in the built documentation
• Test out notebooks to check which of them work in WASM and which do/won't
• Use the nbsphinx_prolog/nbsphinx_epilog configuration option(s) to add a "Try it online" button at the top/bottom of every notebook, except for those that won't work