py-econometrics / pyfixest

Fast High-Dimensional Fixed Effects Regression in Python following fixest-syntax
https://py-econometrics.github.io/pyfixest/pyfixest.html
MIT License
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ritest: WLS support for `ritest()` #463

Open s3alfisc opened 1 month ago

s3alfisc commented 1 month ago

Context

Currently, the ritest method does not support WLS.

To do