A bug that happens to multi-FE models with clustered SE when missing is allowed

[caibengbu]

Hi all,

Thanks a lot for the great package!

I am running into a small bug while working with your package, however. My FixedEffectModels.jl version is v1.6.5 and I am running on Mac OS. Here is a minimal reproducible example:

df = DataFrame(Y=rand(10),X=rand(10),cat1=repeat([1,2],inner=5),cat2=repeat([1,2],outer=5))
allowmissing!(df)
reg(df,@formula(Y~X+fe(cat1)+fe(cat2)),Vcov.cluster(:cat1,:cat2))

I got ERROR: BoundsError: attempt to access 3-element GroupedArrays.GroupedRefPool{Union{Missing, Int64}} with indices 0:2 at index [3]. I briefly looked into what happened, it seems like function refpool_and_array at /src/utils.jl:138 generated a vector refpool that equals to [missing, 1, 2] with index [0:2] and findfirst can't deal with it.

[matthieugomez]

Thanks for your report.