Lord Keynes — Are all Facts Theory-Laden?

Yes, facts are theory-laden. Ludwig Wittgenstein elucidated how this so through his investigation of logic, both scientific language in the Tractatus and ordinary language in the Investigations. Sociologists and anthropologists have also shown how reality is socially constructed.

Kant had suggested and cognitive science further suggests that humans project what they sense in addition to receiving it as data through the subliminal process of data organization of which the subject is unaware. This often accounts for why there are often disputes of fact even among experts. Individuals and groups organize the world differently, based on subjectivity and the process of social construction, including the logic of the language they employ in mentation and communication.

Lord Keynes presents a particular view of this in opposition to Mises apriorism. I am in general agreement with this criticism in that this is the dominant paradigm in the scientific community at present and it is based on the way the majority of people construct reality. 

But I am more agnostic from the philosophical point of view. 

The worldview that LK outlines is a relative worldview that characterizes a way of seeing the world at a particular historical moment for a particular vantage which falls under the general category of "realism" in philosophy. The way it is stated is known as "naïve realism" in that it assumes that "what you see is what you get" without epistemological explanation. 

There is a considerable controversy over epistemological explanation and simply asserting realism is considered to be an expression of the "commonsense" viewpoint that is socially dominant at this historical moment in this geographical location. The point of rigorous inquiry is that common sense has often proved wrong. It is a reason that science was developed along with the issues associated with supposedly self-evident principles of philosophy.

Social Democracy For The 21St Century: A Post Keynesian Perspective
Are all Facts Theory-Laden?
Lord Keynes