title: IV Estimation with Cluster Robust Standard Errors using the plm package in R
body: <p>I'm using the plm package for panel data to do instrumental variable estimation. However, it seems that calculating cluster robust standard errors by using the vcovHC() function is not supported. 
  More specifically, when I use the vcovHC() function, the following error message is displayed: </p>
  
  <blockquote>
    <p>Error in vcovG.plm(x, type = type, cluster = cluster, l = 0, inner = >inner,  : 
     Method not available for IV</p>
  </blockquote>
  
  <p>Example:</p>
  
  <pre><code>data("Wages", package = "plm")
  IV &lt;- plm(lwage ~ south + exp | wks + south,
        data = Wages, model = "pooling", index = 595)
  
  vcvIV &lt;- vcovHC(IV)
  </code></pre>
  
  <p>According to this <a href="https://stackoverflow.com/questions/25869582/robust-standard-error-estimation-for-the-hausman-taylor-estimator-using-plm-an">thread</a>, someone worked on a fix two years ago. Is there any progress on the issue? I know that the packages "lfe" and "ivpack" allow to compute cluster robust standard errors for IV estimation but none of them allows for random effects/intercepts.</p>