updated plan

Author: Dpananos

.cursor/plans/glm-fixe-a86255fd.plan.md

@@ -0,0 +1,95 @@
+<!-- a86255fd-e559-425e-82e2-e2ad35c50047 f5adc961-97fa-4a2f-b1f7-c67734af5cd0 -->
+# Add Fixed Effects Support to feglm (Gaussian Family)
+
+## Current State
+
+The `Feglm` class currently raises `NotImplementedError` at line 99-100 when fixed effects are present. Additionally, `Feglm` hardcodes the numba demeaning backend instead of using the configurable backend system that `feols` uses.
+
+**Key differences from feols:**
+
+- `Feglm` imports `demean` directly from `demean_.py` (line 11) - this is the numba backend
+- `Feglm` calls this hardcoded `demean` function in `residualize()` (line 317)
+- `Feols` uses a `demeaner_backend` parameter and selects the demean function from the `BACKENDS` dictionary
+- `Fepois` tries to pass `demeaner_backend` to `Feglm.__init__`, but `Feglm` doesn't accept it
+
+## Implementation Steps
+
+### 1. Update Feglm to Use Backend Infrastructure
+
+Modify `pyfixest/estimation/feglm_.py`:
+
+**a) Update imports** (line 11):
+
+- Remove: `from pyfixest.estimation.demean_ import demean`
+- Add: `from pyfixest.estimation.backends import BACKENDS`
+- Add: `from pyfixest.estimation.literals import DemeanerBackendOptions`
+
+**b) Add `demeaner_backend` parameter to `__init__`** (line 21):
+
+- Add `demeaner_backend: DemeanerBackendOptions = "numba"` parameter
+- Store as `self._demeaner_backend = demeaner_backend`
+- Set `self._demean_func = BACKENDS[demeaner_backend]["demean"]` (similar to how `Feols` does it at line 323-327 of `feols_.py`)
+
+**c) Update `residualize()` method** (line 317):
+
+- Replace `demean(...)` with `self._demean_func(...)`
+
+### 2. Remove Fixed Effects Restriction
+
+In `pyfixest/estimation/feglm_.py`:
+
+- Delete lines 99-100 that raise `NotImplementedError` for fixed effects
+
+### 3. Update Fegaussian Constructor
+
+Modify `pyfixest/estimation/fegaussian_.py`:
+
+- Add `demeaner_backend: DemeanerBackendOptions = "numba"` parameter to `__init__` (around line 29)
+- Pass it to the parent `Feglm.__init__` call
+
+### 4. Test the Implementation
+
+**a) Enable skipped test in `test_feols_feglm_internally.py`:**
+
+- Remove the `@pytest.mark.skip` decorator on line 60
+
+**b) Add R comparison tests in `test_vs_fixest.py`:**
+
+- Test formulas: `"Y ~ X1 | f1"`, `"Y ~ X1 | f1 + f2"`, `"Y ~ X1 + X2 | f2"`
+- Compare: coefficients, standard errors, residuals against R's `fixest::feglm(family="gaussian")`
+
+### 5. Validation
+
+Ensure the implementation correctly handles:
+
+- Backend selection (numba, rust, jax) works correctly
+- Single and multiple fixed effects
+- Proper weight handling in demeaning at each IRLS iteration
+- Convergence (should still converge in 1 iteration for Gaussian)
+
+## Key Files to Modify
+
+- `pyfixest/estimation/feglm_.py` (add backend infrastructure, remove restriction)
+- `pyfixest/estimation/fegaussian_.py` (pass demeaner_backend parameter)
+- `tests/test_feols_feglm_internally.py` (enable skipped test)
+- `tests/test_vs_fixest.py` (add R comparison tests)
+
+## Expected Behavior
+
+After implementation:
+
+1. Users can specify `demeaner_backend` for `feglm`, just like with `feols`
+2. `pf.feglm(fml="Y ~ X1 | f1", family="gaussian", demeaner_backend="rust")` works with any backend
+3. Results match R's `fixest::feglm()` with Gaussian family
+4. For Gaussian family, effectively matches `feols()` results (with appropriate inference adjustments)
+
+### To-dos
+
+- [ ] Update imports in feglm_.py to use BACKENDS and DemeanerBackendOptions
+- [ ] Add demeaner_backend parameter to Feglm.__init__ and set self._demean_func
+- [ ] Update residualize() method to use self._demean_func instead of hardcoded demean
+- [ ] Remove NotImplementedError for fixed effects in feglm_.py
+- [ ] Add demeaner_backend parameter to Fegaussian.__init__ and pass to parent
+- [ ] Remove @pytest.mark.skip decorator from test in test_feols_feglm_internally.py
+- [ ] Add R comparison tests to test_vs_fixest.py
+- [ ] Run tests and validate against R fixest results