I am running a country-year fixed effect model and I would like to cluster my standard errors at subnational district that is indicated in the dataset as "id". However the code I shared below does not function.
coeftest(model_chiefeurope, vcov=vcovHC(model_chiefeurope, type="HC0", cluster="id"))
In that case it says I should use "group" or "time" but the issue is that how can I know if the "group" is equivalent of "id"?
Best,
Korkut