PR for #42 enable estimation using fixest

[zhizhongpu]

Roadmap: #42 (comment)

[zhizhongpu]

@santiagohermo the goal of this issue has been achieved so I'm opening this PR. I'm following the road map in #42 (comment).

The next step is to converge on the following:

1. how we'd like to organize the new functionality with respect to the existing.
2. package defaults and future plans on lm_robust vs fixest
3. what tests we'd need to build (and perhaps the magnitude of the tolerance)
4. future modifications to the package (e.g. the discussions on S3 here Enable estimation using -fixest- #42 (comment))

and then I can complete the housekeeping items (including writing documentations and making the GitHub Action tests pass) and you can review.

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I think it's most efficient if we discuss live. I've emailed to arrange a meeting. Prior to the meeting it'd be great if you could skim the changes to have a sense of roughly what changed / got added.

[santiagohermo]

Thanks for the great work @zhizhongpu! I agree, discussing live seems more efficient. I'll go over the updates and comments before our conversation.

[zhizhongpu]

NTS: everything else in #57 (comment) is done except for 3.

Will work on 3 next week and then address reviewer comments, then housekeeping / documentations

[zhizhongpu]

Two to-do items about fixest SEs differing too much from STATA

[zhizhongpu]

@santiagohermo

• Items 1-4 from PR for #42 enable estimation using fixest #57 (comment) have completed
• I have replied to all your comments.
• I have updated roxygen documentation such that all tests in GitHub Actions pass.

so I think it's time for you to take a look.

[zhizhongpu]

@santiagohermo there's no rush but just sending a regular reminder.

[zhizhongpu]

@santiagohermo there's no rush but just sending a regular reminder.

[zhizhongpu]

@santiagohermo there's no rush but just sending a regular reminder.

also fyi I'm leaving JMS Lab in the upcoming months so I'd be great to have this PR resolved before my formal departure, although it's not strictly necessary.