Fepois: More rigorous tests for separation

[s3alfisc]

Context

In alignment with fixest, pyfixest currently only implements a very basic check for separation.

PyFixest currently implements the most basic separation check, which is equivalent to ppmlhdfe's separation(fe).

Ppmlhdfe implements three more separation checks; it would be nice if fepois() would support some of them.

For a primer on separation, see the primer on separation by the ppmlhdfe team.

To Do:

• implement additional separation checks for the check_for_separation function.
• Allow users to specify separation checks via the fepois and Fepois interfaces.

[leostimpfle]

I'd be interested in working on this

[s3alfisc]

Awesome, then I'll assign this issue to it. Maybe we could approach it one separation check at a time, with multiple PRs? This is just a suggestion, I am happy to follow your lead on how to structure the PR(s) =)

[leostimpfle]

Yes, seems sensible to do it method by method. I was thinking of initially focussing on ir (iterative rectifier) because it is recommended in combination with fe for regressions with many high-dimensional fixed effects.