def compute_P(self, Sinv):
        t = np.dot(self.W, self.X)
        self.P = self.W - np.dot(np.dot(t, Sinv), t.T)
projection matrix (nobs_i, nobs_i) (M in regression ?)  (JP check, guessing)
dataset/ETHPy150Open statsmodels/statsmodels/statsmodels/sandbox/panel/mixed.py/Unit.compute_P