PLM- Clustering standrad errors

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

This topic was automatically closed 42 days after the last reply. New replies are no longer allowed.

If you have a query related to it or one of the replies, start a new topic and refer back with a link.