Support for felm()

[choellig]

I'm wondering whether it might be possible to add support for the felm() function of the lfe package (https://www.rdocumentation.org/packages/lfe/versions/2.8-3/topics/felm)? I think felm's outputs are quite comparable to lm's outputs, but it allows to add fixed effects for large datasets.

[clbustos]

I see no problem. I saw that you made a fork. I updated the X.fit methods to use fit on the new branch. If you use the new format, I could pull the commit right away