Run more tests

[s3alfisc]

• Bring back tests I un-commented a while back.
• Fix bug in first_stage() method with special formulaic syntax.
• Fix bug with resid() method, which sometimes would return weighted residuals. Now it always returns the unweighted residuals.
• Add tests for predict(), resid() methods and iwls_weights attributes.

[Jayhyung]

Ah, I didn't notice that the IV part in test_vs_fixest.py was commented. I have worked on the seperate testing script(test_iv.py), so the diagnostic part of IV should work fine. I also see that you reworked on the first stage part at #601, which I think using FixestFormula is more reasonable to accommodate the complex formula syntax. If this indeed affects the other parts in the iv class, please let me know! I'm happy to rework on this.

[s3alfisc]

Ah, I didn't notice that the IV part in test_vs_fixest.py was commented.

Yeah, me neither; a seemingly innocuuous "skip" statement and I asked pytest to skip all IV tests 🤦‍♂️Yeah, generally I agree that all is fine - coefs, SEs etc are all correct. I think something broke with C() operators - maybe best to change this in a separate PR from this one here and the testing PR? I might ask you to review it at some point this week if that's ok =)

[s3alfisc]

Hi @Jayhyung , I pushed the changes to the IV module in d7a792c, could you take a look in case you find some time (only at the specific commit)?

[Jayhyung]

Hi @s3alfisc ! I will check on this issue as soon as possible, possibly this weekend.

[s3alfisc]

Very cool! I think reviewing the IV parts should not take you more than 15 minutes =)

[s3alfisc]

Hi @Jayhyung, I will likely merge this in a few hours as I need this in another PR. If you find the time, would nevertheless be great if you'd review the IV part (we can always revert / update in case something is off / you think smth should be improved).

[Jayhyung]

Thanks for the reminder, @s3alfisc ! Please, proceed without my review at this moment. Sorry, I will take a look at some point today, as I was swamped by my stuffs ;). If i find something weird or does not not work, I will make a new issue or PR.

[s3alfisc]

Sounds good and no worries at all!