Error with vcov = "cluster" in fit functions

[etiennebacher]

Hello, this is quite close to #237 but I couldn't reopen it so I create a new issue.

The fit functions work well with vcov = "hetero" but they don't with vcov = "cluster". For example:

library(fixest)

# Work
feglm(Sepal.Length ~ Sepal.Width + Petal.Length | Species, data = iris, family = "poisson", vcov = "cluster")
feols(Sepal.Length ~ Sepal.Width + Petal.Length | Species, data = iris, vcov = "cluster")

# Don't work
feglm.fit(iris$Sepal.Length, iris[, 2:3], iris$Species, family = "poisson", vcov = "cluster")
feols.fit(iris$Sepal.Length, iris[, 2:3], iris$Species, vcov = "cluster")

Error in feglm.fit(iris$Sepal.Length, iris[, 2:3], iris$Species, family = "poisson",  : 
  Problem in the VCOV:

  To compute the Clustered VCOV, we need a variable for the clusters. Since you didn't provide
it in the formula, we typically deduce it from a) the 'panel.id' identifiers, or b) the first
fixed-effect. Problem: a) no 'panel.id' was set in this estimation, and b) the estimation had
only zero fixed-effect. Please provide it in the formula.

(Tested with GitHub version)

[lrberge]

fit methods are a pain in the neck because fetching the variables with which to compute the SEs is unsafe by construction. That's why there's limited support for them (hac/conley won't work for example). But this was a bug indeed. Now fixed, thanks.