Error when specifying vcov in feglm.fit

[etiennebacher]

Hello,

If I try to specify a vcov argument in a *.fit() function, I have this error:

library(fixest)
feglm.fit(iris$Sepal.Length, iris[, 2:3], iris$Species, family = "poisson", vcov = "hetero")
feols.fit(iris$Sepal.Length, iris[, 2:3], iris$Species, vcov = "hetero")

Erreur dans feglm.fit(iris$Sepal.Length, iris[, 2:3], iris$Species, family = "poisson",  : 
  Problem in the VCOV:

  l'argument "data" est manquant, avec aucune valeur par défaut

Erreur dans feols.fit(iris$Sepal.Length, iris[, 2:3], iris$Species, vcov = "hetero") : 
  Problem in the VCOV:

  l'argument "data" est manquant, avec aucune valeur par défaut

But we are not supposed to add the argument data in those functions. Did I miss something in the docs, or is it a bug?

(Tested with Github version)

[edrubin]

I've found the same issue for feols.fit() in versions 0.10.1 and 0.10.2.

The error outputted (from 0.10.1):

Error in feols.fit(y = visits_dt[, c("hr_mean")] %>% qM(), X = visits_dt[,  : 
  Problem in the VCOV:

  argument "data" is missing, with no default

My code:

  est2_all = feols.fit(
    y = visits_dt[,"hr_mean"] %>% qM(),
    X = visits_dt[,"sunrise"] %>% qM(),
    fixef_df = visits_dt[, .(lat_zone, naics_zone, week)] %>% qM(),
    weights = visits_dt[,total_visits],
    cluster = visits_dt[,county],
    lean = T,
    mem.clean = T
  )

Same issue if I just specify vcov = "cluster" rather than providing a variable to cluster on (will be different clustering in my case; just wanted to test it).

If I add a data argument, there's still an error (and a warning that notes that data is not a valid argument):

Error in feols.fit(y = visits_dt[, "hr_mean"] %>% qM(), X = visits_dt[,  : 
  Error in vcov_varnames %in% dataNames : object 'dataNames' not found
In addition: Warning message:
feols.fit(y = v...: data is not a valid argument for function feols.fit. 

Thanks for an amazing package!

[lrberge]

Hi and thanks for the words @edrubin!

I'm a bit annoyed tbh... I spend so much effort on error-handling. All that for you to end up with these lame error messages.... Very sorry! But that was easily fixed.

Thanks for the report!

[etiennebacher]

Don't be sorry @lrberge, your package is great and you are very reactive to fix bugs, thanks a lot for your work

[edrubin]

Yes, thank you for your work, @lrberge!