For leave cluster out versions, it can be quite costly to calculate the $n_g \times n_g$ block of the projection matrix, especially when $n_g$ is large. In these cases, multiple calls to fixest with est_env is faster (e.g. code https://github.com/lrberge/fixest/issues/481#issuecomment-2020522444)
This improvement requires a bit of reworking on the code. Mainly, I think leave-out fitted values should should be a broken out function
For leave cluster out versions, it can be quite costly to calculate the $n_g \times n_g$ block of the projection matrix, especially when $n_g$ is large. In these cases, multiple calls to
fixestwithest_envis faster (e.g. code https://github.com/lrberge/fixest/issues/481#issuecomment-2020522444)This improvement requires a bit of reworking on the code. Mainly, I think leave-out fitted values should should be a broken out function