- you shouldn’t untar it to /usr/local/lib/python2.7/dist-packages (you could use any temporary directory)
- you might have used by mistake a different python executable e.g., /usr/bin/python instead of the one corresponding to /usr/local/lib/python2.7
You should use pip corresponding to a desired python version (use python -V to check the version) to install it:
$ python -m pip install statsmodels
It would allow you to upgrade/uninstall it easily.
Don’t install as a root to avoid the risk of messing with system python installation by accident. You could use --user option or virtualenv instead.