Add benchmarks against linearmodels and fastreg

[s3alfisc]

Context

It would be great to add benchmarks against the following two python packages:

• linearmodels
• fastreg

@apoorvalal has benchmarks against fastreg here, showing equal performance to pyfixest.

To Do

• Adjust the pyfixest benchmarks by including benchmarks for linearmodels and fastreg. For linearmodels, add benchmarks for OLS, for fastreg for OLS and Poisson (linearmodels does not support Poisson afaik).
• Update the benchmark figures by adjusting and running the visualize_benchmarks.ipynb notebook.

[s3alfisc]

@rafimikail would you be interested in picking this up?

[rafimikail]

Hi @s3alfisc, so this one is basically adding another two lines (linearmodels and fastreg) in our performance benchmarking line plots right?

[s3alfisc]

Yes, exactly! Maybe best to start with one of the two packages and divide this into two PRs? Is it ok if I assign you @rafimikail?

[rafimikail]

Certainly @s3alfisc , you can allocate this to me 👍

[rafimikail]

Hi @s3alfisc , wanted to confirm, to run_benchmarks.ipynb, i think i need to retrieve some data first that will be used in the notebook, do i need to run data_generation.r first before running the notebook or i could just get it from https://github.com/lrberge/fixest/tree/master/_BENCHMARK?

Thanks!

[s3alfisc]

Oh I completely overlooked this - you would have to run the data generation r script first. I can also do so quickly and send you the data as a csv?

[rafimikail]

Hey @s3alfisc , i tried to run the data generation r file but experiencing an error, need to find out why

But if you have the data/csv already, that would be helpful

Thanks

[s3alfisc]

Will send it in a moment :)