statsmodels: Statsmodels 0.13.2 cannot be installed

Describe the bug

Installing the latest statsmodels 0.13.2 results in a failure.

Reproduce:

docker run -it --rm python:slim bash

Code Sample, a copy-pastable example if possible

$ pip install -U pip wheel
...

$ pip install statsmodels


Collecting statsmodels
  Downloading statsmodels-0.13.2.tar.gz (17.9 MB)
     ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 17.9/17.9 MB 11.7 MB/s eta 0:00:00
  Installing build dependencies ... done
  Getting requirements to build wheel ... done
  Preparing metadata (pyproject.toml) ... done
Collecting packaging>=21.3
  Downloading packaging-21.3-py3-none-any.whl (40 kB)
     ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 40.8/40.8 KB 10.9 MB/s eta 0:00:00
Collecting numpy>=1.17
  Downloading numpy-1.22.2-cp310-cp310-manylinux_2_17_x86_64.manylinux2014_x86_64.whl (16.8 MB)
     ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 16.8/16.8 MB 12.7 MB/s eta 0:00:00
Collecting patsy>=0.5.2
  Downloading patsy-0.5.2-py2.py3-none-any.whl (233 kB)
     ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 233.7/233.7 KB 11.2 MB/s eta 0:00:00
Collecting pandas>=0.25
  Downloading pandas-1.4.0-cp310-cp310-manylinux_2_17_x86_64.manylinux2014_x86_64.whl (11.7 MB)
     ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 11.7/11.7 MB 12.6 MB/s eta 0:00:00
Collecting scipy>=1.3
  Using cached scipy-1.8.0-cp310-cp310-manylinux_2_17_x86_64.manylinux2014_x86_64.whl (42.3 MB)
Collecting pyparsing!=3.0.5,>=2.0.2
  Downloading pyparsing-3.0.7-py3-none-any.whl (98 kB)
     ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 98.0/98.0 KB 11.8 MB/s eta 0:00:00
Collecting pytz>=2020.1
  Downloading pytz-2021.3-py2.py3-none-any.whl (503 kB)
     ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 503.5/503.5 KB 22.0 MB/s eta 0:00:00
Collecting python-dateutil>=2.8.1
  Downloading python_dateutil-2.8.2-py2.py3-none-any.whl (247 kB)
     ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 247.7/247.7 KB 13.5 MB/s eta 0:00:00
Collecting six
  Downloading six-1.16.0-py2.py3-none-any.whl (11 kB)
Building wheels for collected packages: statsmodels
  Building wheel for statsmodels (pyproject.toml) ... error
  error: subprocess-exited-with-error

  × Building wheel for statsmodels (pyproject.toml) did not run successfully.
  │ exit code: 1
  ╰─> [14 lines of output]
      running bdist_wheel
      running build
      running build_py
      UPDATING build/lib.linux-x86_64-3.10/statsmodels/_version.py
      set build/lib.linux-x86_64-3.10/statsmodels/_version.py to '0.13.2'
      running build_ext
      building 'statsmodels.tsa._stl' extension
      Warning: Can't read registry to find the necessary compiler setting
      Make sure that Python modules winreg, win32api or win32con are installed.
      C compiler: gcc -pthread -Wno-unused-result -Wsign-compare -DNDEBUG -g -fwrapv -O3 -Wall -fPIC

      compile options: '-DCYTHON_TRACE_NOGIL=0 -DNPY_NO_DEPRECATED_API=NPY_1_7_API_VERSION -I/tmp/pip-build-env-xm43lkqn/overlay/lib/python3.10/site-packages/numpy/core/include -I/tmp/pip-build-env-xm43lkqn/overlay/lib/python3.10/site-packages/numpy/core/include -I/usr/local/include/python3.10 -c'
      gcc: statsmodels/tsa/_stl.c
      error: Command "gcc -pthread -Wno-unused-result -Wsign-compare -DNDEBUG -g -fwrapv -O3 -Wall -fPIC -DCYTHON_TRACE_NOGIL=0 -DNPY_NO_DEPRECATED_API=NPY_1_7_API_VERSION -I/tmp/pip-build-env-xm43lkqn/overlay/lib/python3.10/site-packages/numpy/core/include -I/tmp/pip-build-env-xm43lkqn/overlay/lib/python3.10/site-packages/numpy/core/include -I/usr/local/include/python3.10 -c statsmodels/tsa/_stl.c -o build/temp.linux-x86_64-3.10/statsmodels/tsa/_stl.o" failed with exit status 127
      [end of output]

  note: This error originates from a subprocess, and is likely not a problem with pip.
  ERROR: Failed building wheel for statsmodels
Failed to build statsmodels
ERROR: Could not build wheels for statsmodels, which is required to install pyproject.toml-based projects