Centered variables not returned in IV regression

[amarbler]

Hi Laurent,

Thanks for this great package and your huge efforts!

I just wanted to let you know that I stumbled upon a small bug: feols(..., demeaned = TRUE) does not return the centered variables in the case of IV regressions, e.g.:

library(fixest)
library(lfe)
library(data.table)

set.seed(1111)

x <- rnorm(1000)
x2 <- rnorm(length(x))
id <- factor(sample(20,length(x),replace=TRUE))
firm <- factor(sample(13,length(x),replace=TRUE))
id.eff <- rnorm(nlevels(id))
firm.eff <- rnorm(nlevels(firm))
u <- rnorm(length(x))
y <- x + 0.5*x2 + id.eff[id] + firm.eff[firm] + u
x3 <- rnorm(length(x))
Q <- 0.3*x3 + 0.01*x + 0.02*x2 + id.eff[id]  - 0.3*y + rnorm(length(x),sd=0.3)
y <- y + Q

df = data.table(id, firm, y, x, x2, x3, Q)

iv_feols <- fixest::feols(y ~ x + x2 | id + firm | Q ~ x3, demeaned = TRUE, data = df)

iv_feols$X_demeaned; iv_feols$y_demeaned
NULL
NULL

sessionInfo()
R version 3.5.2 (2018-12-20)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Debian GNU/Linux 10 (buster)

Matrix products: default
BLAS: /usr/lib/x86_64-linux-gnu/blas/libblas.so.3.8.0
LAPACK: /usr/lib/x86_64-linux-gnu/lapack/liblapack.so.3.8.0

locale:
 [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C
 [3] LC_TIME=en_US.UTF-8        LC_COLLATE=en_US.UTF-8
 [5] LC_MONETARY=en_US.UTF-8    LC_MESSAGES=en_US.UTF-8
 [7] LC_PAPER=en_US.UTF-8       LC_NAME=C
 [9] LC_ADDRESS=C               LC_TELEPHONE=C
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

other attached packages:
[1] backports_1.2.1   data.table_1.13.6 lfe_2.8-6         Matrix_1.2-18
[5] fixest_0.8.1

loaded via a namespace (and not attached):
 [1] zoo_1.8-8           compiler_3.5.2      parallel_3.5.2
 [4] sandwich_3.0-0      dreamerr_1.2.3      Rcpp_1.0.6
 [7] nlme_3.1-151        grid_3.5.2          Formula_1.2-4
[10] xtable_1.8-4        numDeriv_2016.8-1.1 lattice_0.20-41

Cheers
Alex

[lrberge]

Thanks! I'll deal with that when I can!