How to cluster standard errors of plm at different level rather than id or time?

问题

I run a panel regression by plm. plm only can cluster standard errors at "group" or "time" levels. But I want to cluster at the country level rather than group or time. (For my data, group is the firm level.)

I use the following code to cluster: summary(r, vcov = function(x) vcovHC(x, cluster = "group", method = "arellano")) But the options for cluster are only group and time. I want to cluster at country level.

来源：https://stackoverflow.com/questions/52320079/how-to-cluster-standard-errors-of-plm-at-different-level-rather-than-id-or-time