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Benchmark against linearmodels and stats models #1119

@s3alfisc

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@s3alfisc

We should provide benchmarks against statsmodels.OLS.from_formula as well as linearmodels AbsorbingLS.

Motivation: I often perceive that potential PyFixest users do not know about the massive performance gains that come with PyFixest.

I would adjust the fixest benchmarks here: https://github.com/s3alfisc/fixest_benchmarks/tree/justfile

The attached branch is a fork of the original fixest benchmarks but allows easy installation and executive of benchmarks via justfiles.

Two notes: potentially, we need to stop the stats models benchmarks after a specific amount of time & handle out of memory errors if the design matrix might become too large.

The resulting benchmarks should replace the current benchmarks in the readme.

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    docsImprovements or additions to documentationgood-issue-to-startGood first issue for newcomers interested in contributing to pyfixest. Quick wins possible! =)

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