Is your feature request related to a problem? Please describe.
FixedEffects.jl is the backend for FixedEffectModels.jl. Both are great packages for high-dimensional feature abstraction. Relying on it would be best to access LSMR and even LSMR GPU.
Describe the solution you'd like
Using the backend would allow to enhance the functionality and performance related to fixed effects.
Describe alternatives you've considered
In order to operate properly with FixedEffects, Econometrics would still need to use some of the glue code in FixedEffectModels.
For example, glue code would require the collapsing of columns for a single interaction, singleton purging, etc.
Additional context
With the new StatsModels extending formula approach, the ideal scenario would be to have the flexibility of a FE term.
Is your feature request related to a problem? Please describe. FixedEffects.jl is the backend for FixedEffectModels.jl. Both are great packages for high-dimensional feature abstraction. Relying on it would be best to access LSMR and even LSMR GPU.
Describe the solution you'd like Using the backend would allow to enhance the functionality and performance related to fixed effects.
Describe alternatives you've considered In order to operate properly with FixedEffects, Econometrics would still need to use some of the glue code in FixedEffectModels.
For example, glue code would require the collapsing of columns for a single interaction, singleton purging, etc.
Additional context With the new StatsModels extending formula approach, the ideal scenario would be to have the flexibility of a
FE
term.