Add options fixef_k = "full" and fixef_k = "nested"
#850
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damandhaliwal
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Jun 17, 2025
…ics#850) * run extended tests on merge to master * add function to compute non-nested fixed effects * some progress * confint does not match any more * better tests, only confint fails * clarify * small tweak * fix problem with confint and nested/full fixef_K * feols tests pass * code simplifications in FixestMulti * cleanups * fix test bug * lint * fixed effects **fully** nested * tighten IWLS tolerance * update readme * tighter tolerance for fepois * add vignette on ssc details * update test_ssc and delete vcov tests, as they do the same thing * update test_ssc and delete vcov tests, as they do the same thing * update nested logic, move to numba * fix mypy * delete test_ssc, part of test_vs_fixest now * tweak * delete coverage * ignore linter * update tests
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fixef_k = "nested"andfixef_k = "full"fixef_k = "nested"the default to match fixest out of the boxFixestMulticlassCloses #501
Closes #260.