Here's where I think things are failing. It looks like it's looking for pyconfig.h, but can't find it. I have python-dev installed, and cython installed. Any ideas?
x86_64-linux-gnu-gcc -pthread -DNDEBUG -g -fwrapv -O2 -Wall -Wstrict-prototypes -g -fstack-protector-strong -Wformat -Werror=format-security -Wdate-time -D_FORTIFY_SOURCE=2 -fPIC -I/home/jeremy/.virtualenvs/py3
/lib/python3.5/site-packages/numpy/core/include -I/usr/include/python3.5m -I/home/jeremy/.virtualenvs/py3/include/python3.5m -c statsmodels/nonparametric/_smoothers_lowess.c -o build/temp.linux-x86_64-3.5/statsmo
dels/nonparametric/_smoothers_lowess.o
statsmodels/nonparametric/_smoothers_lowess.c:8:22: fatal error: pyconfig.h: No such file or directory
compilation terminated.
error: command 'x86_64-linux-gnu-gcc' failed with exit status 1
----------------------------------------
Failed building wheel for statsmodels
