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.
If remove_data is true and the model result does not implement a
remove_data method then this will raise an exception.