Add benchmarks against `linearmodels` and `fastreg` about pyfixest HOT 8 OPEN

Hi @s3alfisc, so this one is basically adding another two lines (linearmodels and fastreg) in our performance benchmarking line plots right?

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Certainly @s3alfisc , you can allocate this to me 👍

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Will send it in a moment :)

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@rafimikail would you be interested in picking this up?

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Yes, exactly! Maybe best to start with one of the two packages and divide this into two PRs? Is it ok if I assign you @rafimikail?

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Hi @s3alfisc , wanted to confirm, to run_benchmarks.ipynb, i think i need to retrieve some data first that will be used in the notebook, do i need to run data_generation.r first before running the notebook or i could just get it from https://github.com/lrberge/fixest/tree/master/_BENCHMARK?

Thanks!

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Oh I completely overlooked this - you would have to run the data generation r script first. I can also do so quickly and send you the data as a csv?

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Hey @s3alfisc , i tried to run the data generation r file but experiencing an error, need to find out why

But if you have the data/csv already, that would be helpful

Thanks

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