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What this PR does:
which is exactly what r-fixest implements. See this issue in the fixest repo for details. Unit tests are updated accordingly.
Adds a vignette that compares results from
r-fixest
withpyfixest.
See here.Re-organizes some code logic in the
Fepois
method:self._X
andself._Y
are not multiplied with the IWLS weights. Now the logic is identical between the Feols, Feiv, and Fepois classes. Updates the CRV1 vcov method accordingly.Slightly refactors the
vcov_hetero()
method, for easier readability.Too many only slightly related changes in this PR imho. Sorry about that!