Compat with Vcov 0.8 and newer FixedEffectModels versions

jmboehm / GLFixedEffectModels.jl

Fast estimation of generalized linear models with high dimensional categorical variables in Julia

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Compat with Vcov 0.8 and newer FixedEffectModels versions #53

Closed nilshg closed 8 months ago

nilshg commented 9 months ago

I'm not sure that this is correct, but I've basically changed VcovDataGLM in the same way that Vcov changed in the upstream package, and made the relevant changes to functions that use this. I'm not sure I understood the dependency structure between Vcov, StatsAPI and GLFixedEffectModels so do check if this makes sense.

Unrelated changes:

I fixed the deprecation for cholesky!(..., Val(true)) but had to make that conditional on version as this was only introduced in 1.7.
I also made the x variable local in the nlreg tests at the end to get rid of the soft scope warnings.

nilshg commented 9 months ago

I should add I see a failure on nightly but that was there before these changes so warrants a separate investigation.

codecov[bot] commented 9 months ago

Codecov Report

All modified and coverable lines are covered by tests :white_check_mark:

Comparison is base (8c99175) 91.24% compared to head (31dac02) 91.18%.

Additional details and impacted files

```diff @@ Coverage Diff @@ ## master #53 +/- ## ========================================== - Coverage 91.24% 91.18% -0.07% ========================================== Files 8 8 Lines 914 919 +5 ========================================== + Hits 834 838 +4 - Misses 80 81 +1 ```

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jmboehm commented 8 months ago

Thanks, looks good. For some reason the estimates are slightly different on Julia nightly, not sure what's going on (but agree that this is orthogonal to the PR).

This should fix #54