Fepois: Add support for predict with newdata argument

[s3alfisc]

Context

Currently, the newdata argument is disabled for Fepois.predict. Unfortunately, I do not recall why... 😅

To do

• Enable the newdata argument for `Fepois.predict().
• Clean up ValueError when trying to run Fepois.predict() with newdata in tests/test_errors.py.
• Add unit tests to tests/test_vs_r::test_single_fit.

[leostimpfle]

Having had a look at #467 I think both this issue and #467 can be resolved in a single update.

I think it would be easiest to generalise the predict method of feols to always produce the linear predictor (link) and only handle the conversion to the non-linear predictor (response) in fepois.

[s3alfisc]

Sounds like a good plan! I agree, it makes sense to only define the response prediction in Fepois. Should I then assign this issue to you as well?

[leostimpfle]

Yes, happy to take it on!

[s3alfisc]

This can be close right @leostimpfle ?

[s3alfisc]

Ah no, actually not. Still throws an error. But in principle we should be able to support it now I think

[leostimpfle]

Yes, it should work without fixed effects. After your recent bugfix in the calculation of fixed effects, it will hopefully straightforward to support predict with both newdata and fixed effects. I should have some time this weekend to look into it