Enable grouping of regressions as in esttab's mgroups

[greimel]

• implementation
• tests
• docs

Example 1

  df = dataset("datasets", "iris")
  df[!,:SpeciesDummy] = categorical(df[!,:Species])

  rr1 = reg(df, @formula(SepalLength ~ SepalWidth + fe(SpeciesDummy)))
  rr2 = reg(df, @formula(SepalWidth ~ SepalLength + PetalLength + fe(SpeciesDummy)))
  rr3 = reg(df, @formula(SepalLength ~ SepalWidth + PetalLength + PetalWidth + fe(SpeciesDummy))) 
  rr4 = reg(df, @formula(SepalWidth ~ SepalLength + PetalLength + PetalWidth + fe(SpeciesDummy)))
  rr5 = reg(df, @formula(SepalWidth ~ SepalLength + PetalLength + PetalWidth + fe(SpeciesDummy)))
    
  reg_vec = rr1,rr2,rr3,rr4,rr5
  regtable(reg_vec...; groups=["grp1" "grp1" "grp2" "grp2" "grp3"], renderSettings = asciiOutput())  

gives

---------------------------------------------------------------------------
                         grp1                      grp2              grp3  
               ------------------------   ----------------------   --------
               SepalLength   SepalWidth   SepalLength        SepalWidth    
               -----------   ----------   -----------   -------------------
                       (1)          (2)           (3)        (4)        (5)
---------------------------------------------------------------------------
SepalWidth        0.804***                   0.496***                      
                   (0.106)                    (0.086)                      
SepalLength                    0.377***                 0.378***   0.378***
                                (0.071)                  (0.066)    (0.066)
PetalLength                      -0.042      0.829***    -0.188*    -0.188*
                                (0.085)       (0.069)    (0.083)    (0.083)
PetalWidth                                    -0.315*   0.626***   0.626***
                                              (0.151)    (0.123)    (0.123)
---------------------------------------------------------------------------
SpeciesDummy           Yes          Yes           Yes        Yes        Yes
---------------------------------------------------------------------------
Estimator              OLS          OLS           OLS        OLS        OLS
---------------------------------------------------------------------------
N                      150          150           150        150        150
R2                   0.726        0.570         0.867      0.635      0.635
---------------------------------------------------------------------------

Example 2

  regtable(reg_vec...; groups=["grp1" "grp1" "grp2" "grp2" "loooong grp3"], renderSettings = asciiOutput())  

--------------------------------------------------------------------------------
                         grp1                      grp2            looooong grp3
               ------------------------   ----------------------   -------------
               SepalLength   SepalWidth   SepalLength          SepalWidth       
               -----------   ----------   -----------   ------------------------
                       (1)          (2)           (3)        (4)             (5)
--------------------------------------------------------------------------------
SepalWidth        0.804***                   0.496***                           
                   (0.106)                    (0.086)                           
SepalLength                    0.377***                 0.378***        0.378***
                                (0.071)                  (0.066)         (0.066)
PetalLength                      -0.042      0.829***    -0.188*         -0.188*
                                (0.085)       (0.069)    (0.083)         (0.083)
PetalWidth                                    -0.315*   0.626***        0.626***
                                              (0.151)    (0.123)         (0.123)
--------------------------------------------------------------------------------
SpeciesDummy           Yes          Yes           Yes        Yes             Yes
--------------------------------------------------------------------------------
Estimator              OLS          OLS           OLS        OLS             OLS
--------------------------------------------------------------------------------
N                      150          150           150        150             150
R2                   0.726        0.570         0.867      0.635           0.635
--------------------------------------------------------------------------------

[greimel]

This is ready for review. See #63 for what is still to be improved in separate PRs. I will not tackle this for now because I don't currently need this.

[jmboehm]

Looks great.