Patch 13 (#54)

* update to vcov 0.8

* Update Project.toml

Author: matthieugomez

Project.toml

@@ -1,6 +1,6 @@
 name = "InteractiveFixedEffectModels"
 uuid = "80307280-efb2-5c5d-af8b-a9c15821677b"
-version = "1.2.1"
+version = "1.2.2"
 
 [deps]
 DataFrames = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0"
@@ -33,7 +33,7 @@ StatsBase = "0.33, 0.34"
 StatsModels = "0.7"
 StatsFuns = "0.9, 1"
 Tables = "1"
-Vcov = "0.5, 0.6, 0.7"
+Vcov = "0.8"
 julia = "1.6"
 
 [extras]

src/fit.jl

@@ -222,7 +222,7 @@ function regife(
         dof_residual = max(size(X, 1) - size(X, 2) - df_absorb_fe, 1)
 
         ## estimate vcov matrix
-        vcov_data = Vcov.VcovData(Xm, crossxm, residualsm, dof_residual)
+        vcov_data = Vcov.VcovData(Xm, crossxm, inv(crossxm), residualsm, dof_residual)
         matrix_vcov = StatsBase.vcov(vcov_data, vcov_method_data)
         # compute various r2
         nobs = sum(esample)