BUG: OLS with clustering and nw_lags does not error
Added statement to raise ValueError when OLS is run with clustering and
Newey-West adjustments. Closes #5884.  This is a re-attempt at
GH8170.

Tests are passing now--I think this is done.
 can u squash into 1 commit 
 ping when green (after squash)
 merged via https://github.com/pydata/pandas/commit/391e90b9939d8e912c3be16343b493c20f6ca55b

thanks!
 Thanks for merging this
