Little-known anti-malware programs display warnings, which are often identified as false positive. Nevertheless, it is recommended to recheck the file with your antivirus software after downloading.
We do not have a download file for the latest version (0.6.1-3), but you can try downloading it from the developer's site
Download version 0.6.1-3 from the developer's website
Version: 0.6.1-3 (x64)
Date update: Apr 28, 2015
File name: statsmodels-0.6.1.win-amd64-py2.6.exe#md5=cf85068596d6dd1f9bff0ab22252bbb5
Size: 3.8 MB