BUG: Actually show the "cvxopt not found" error message
BUG: Actually show the "cvxopt not found" error message

ValueError to match the "Unknown fit method l1_cvxopt_cp"
previously raised by statsmodels/base/optimizer.py _check_method

josef-pkt/statsmodels,bashtage/statsmodels,jseabold/statsmodels,josef-pkt/statsmodels,jseabold/statsmodels,statsmodels/statsmodels,bashtage/statsmodels,bashtage/statsmodels,josef-pkt/statsmodels,jseabold/statsmodels,jseabold/statsmodels,jseabold/statsmodels,statsmodels/statsmodels,josef-pkt/statsmodels,statsmodels/statsmodels,statsmodels/statsmodels,statsmodels/statsmodels,bashtage/statsmodels,josef-pkt/statsmodels,statsmodels/statsmodels,josef-pkt/statsmodels,bashtage/statsmodels,bashtage/statsmodels