Open s3alfisc opened 1 month ago
Currently, the ritest method does not support WLS.
ritest
self._weights
_get_ritest_stats_fast
Context
Currently, the
ritest
method does not support WLS.To do
ritest
.self._weights
attribute from regression object._get_ritest_stats_fast
(slightly more complex) to correctly handle WLS.ritest
by adding tests with stratification by adjusting https://github.com/py-econometrics/pyfixest/blob/734a21c34a56a88ba12b0fa26cd3ed0e8c24bd51/tests/r_test_comparisons.R#L13