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Allow rank-deficient fixed-effects model matrices

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@dmbates dmbates released this 11 Dec 20:05
9d70f8f
  • Extend the MatrixTerm type with a piv vector and rank integer scalar. Use a pivoted Cholesky factorization to determine the computational rank of X'X.

  • fixef gains an additional, logical argument pivoted that defaults to true.

  • coef always returns the fixed-effects coefficients in the original order. Coefficients for columns found to be linearly dependent are set to -0.0 so that X*coef(m) is the fitted value that would be obtained via projection.

  • add the 1-argument methods for StatsBase.predict (the result is equivalent to StatsBase.fitted).