fit_saw: Post-SAW Estimation Procedure.
In timmens/sawr: What the Package Does (One Line, Title Case)

Exports main function of the package, which performs the SAW procedure and afterwards the Post-SAW estimation.

fit_saw(
  y,
  X,
  Z = NULL,
  time_effect = TRUE,
  id_effect = TRUE,
  s_thresh = "residual",
  return_info = FALSE
)

`y`	Matrix of labels. Has dimension T x N.
`X`	List of feature matrices. The pth entry corresponds to the design matrix of the pth covariate and has dimension T x N.
`Z`	Instruments corresponding to the argument X. If NULL all X variables are their own instrument.
`time_effect`	Boolean indicating if a time effect is to be estimated.
`id_effect`	Boolean indicating if an individual effect is to be estimated and returned.
`s_thresh`	Tuning parameter for the threshold lambda. Default to "residual". Can be either numeric or "residual" or "smalln".
`return_info`	Return additional info on model fit.