Implement support for R2 measures for weighted least squares.
So far, this is not implemented, as there are quite a few options out there. For details on what R's stats package does, see here. Likely fixest follows stats, which we would have to confirm.
Context
Implement support for R2 measures for weighted least squares.
So far, this is not implemented, as there are quite a few options out there. For details on what R's
stats
package does, see here. Likelyfixest
followsstats
, which we would have to confirm.To do
fixest
implements R2 for WLS.tests/test_vs_fixest.py::test_single_fit
.