Add `sparse_model_matrix`

lrberge / fixest

Fixed-effects estimations

https://lrberge.github.io/fixest/

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Open kylebutts opened 1 week ago

kylebutts commented 1 week ago

This PR extracts sparse_model_matrix from #418. Two PRs will follow:

hatvalues.fixest will follow while adding back in the "fast path" when there are no fixed-effects
HC2/HC3 standard errors implementation using hatvalues