Design/future: Allow group-level effects

It would be nice to support true multi-level models like those in [Bambi](https://bambinos.github.io/bambi/main/notebooks/radon_example.html). However, this does not fit that nicely in the `fit(X,y)` framework. 

We may need to add additional keyword arguments to `fit`. This is permitted, as long as they are strictly data dependent