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Fix: cov_type in MixedLM.fit#9695

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Aniketsy wants to merge 5 commits intostatsmodels:mainfrom
Aniketsy:fix-9677
Open

Fix: cov_type in MixedLM.fit#9695
Aniketsy wants to merge 5 commits intostatsmodels:mainfrom
Aniketsy:fix-9677

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@Aniketsy
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Please let me know if my approach or fix needs any improvements . I’m open to feedback and happy to make changes based on suggestions.
Thank you!

@Aniketsy
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@josef-pkt Please review these changes when you get a chance .

@josef-pkt
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We cannot delete the part that raises the warning.
There are still other keywords that users might use and are not allowed.
Without the warning, the fit method quietly ignores the extra keywords, even if they are, for example, a misspelled version of an allowed keyword.

We can raise NotImplementedError for cov_type, but it should not removed the other warnings.
e.g. add cov_type to allowed keywords, but with a code commend like # keyword handled explicitly

@Aniketsy
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Thanks for correcting me. I’ll update the changes as per your suggestion.

@Aniketsy
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@josef-pkt I've updated the changes. Please let me know if they need further improvement.
I also had a small suggestion, maybe adding a pre-commit run step could help contributors run quick local checks before pushing. If you think this could be useful, I can open an issue for it.

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BUG: cov_type in MixedLM.fit

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