Yes, I agree - it would be great to add a fixef_iter function argument to pyfixest.estimation.feols and pyfixest.estimation.fepois that would allow users to set the maximum number of iterations for the demeaning algo.

Overall, this should be straightforward enough:

• We'd have to add a function argument fixef_iter to both functions & add docstrings.
• We'd then have to propagate the argument to the FixestMulti class (just as fixef_tol) and assign it as an attribute.
• For objects of class Feols and Feiv, from FixestMulti, we'd directly pass it to demean_model, where we finally can pass it to demean.
• For objects of class Feiv, we'd pass the argument to Fepois, from which we can pass it to the internal calls to demean.