Slighltly improve coefnames with no intercept

Adopt improvements from `termnames`.

src/terms.jl

@@ -567,13 +567,15 @@ vectorize(x) = [x]
 """
     coefnames(term::AbstractTerm)
 
-Return the name(s) of column(s) generated by a term.  Return value is either a
-`String` or an iterable of `String`s.
+Return the name(s) of column(s) generated by a term.
+
+Return value is either a `String`, an iterable of `String`s or the empty vector 
+if there is no associated column (e.g. `coefnames(InterceptTerm{false}())`).
 
 See also [`termnames`](@ref).
 """
 StatsAPI.coefnames(t::FormulaTerm) = (coefnames(t.lhs), coefnames(t.rhs))
-StatsAPI.coefnames(::InterceptTerm{H}) where {H} = H ? "(Intercept)" : []
+StatsAPI.coefnames(::InterceptTerm{H}) where {H} = H ? "(Intercept)" : String[]
 StatsAPI.coefnames(t::ContinuousTerm) = string(t.sym)
 StatsAPI.coefnames(t::CategoricalTerm) =
     ["$(t.sym): $name" for name in t.contrasts.coefnames]