Error in eval(predvars, data, env) : object 'Yd_spread' not found

Hi there,

I am trying to estimate robust standard errors of a regression but get the same error I have been trying to fix for hours:

"Error in eval(predvars, data, env) : object 'Yd_spread' not found."

I am trying to run the following code:
reg_gls <- pggls(Yd_spread ~ liquid.diff + av.liquid.diff, data = data.p, effect = c("individual"),
model = c("random"), index = c("Pair_ID_new","Date"))

coeftest(reg_gls, vcov=vcovHC(reg_gls,type="HC0",cluster="group"))

I checked already the column names in the data frame and they are the same. Funny enough I neither get the error message above when running coeftest(reg_gls) on its own, nor when running the same regression of class plm:

reg1_random <- plm(Yd_spread ~ liquid.diff + av.liquid.diff, data = data.p, model = "random",
random.method = "walhus",random.dfcor = 3, index = c("Pair_ID_new","Date"))
coeftest(reg1_random, vcov=vcovHC(reg1_random,type="HC0",cluster="group"))

Any idea what my mistake is? Thank you for any help!

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