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Add drop_singletons option to partial_out()#263

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droodman wants to merge 4 commits intoFixedEffects:masterfrom
droodman:master
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Add drop_singletons option to partial_out()#263
droodman wants to merge 4 commits intoFixedEffects:masterfrom
droodman:master

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@droodman droodman commented Apr 3, 2024

Before handing things over to ivreg2, ivregdfe partials out the FE and identifies and drops singletons. I'm making reghdfejl optionally do the same thing now--call partial_out() and then use ivreg2 instead of FixedEffectsModels.jl for the core IV work--since it offers a lot more diagnostics and estimation options. So it would be good if partial_out() also optionally dropped singletons. I made the new drop_singletons option default to false so old results are not affected. Of course, this is inconsistent with the default for drop_singletons being true in fit().

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