EDIT: The methods are also in CRAN versions of plm >= 1.6-4.
The appropriate methods for robust vcovs were not implemented in plm. They are now in the development version >= 1.6-1 (see http://r-forge.r-project.org/R/?group_id=406).
library(plm)
library(lmtest)
data(Cigar)
fit <- plm(price ~ sales + pop, data=Cigar, index=c("state","year"), model="within")
fit2 <- plm(price ~ sales + pop | cpi + pop, data=Cigar, index=c("state","year"), model="within")
coeftest(fit, vcov.=vcovHC(fit))
# t test of coefficients:
#
#
# Estimate Std. Error t value Pr(>|t|)
# sales -1.0391141 0.1671141 -6.2180 6.726e-10 ***
# pop 0.0190151 0.0064447 2.9505 0.003228 **
# ---
# Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
coeftest(fit2, vcov.=vcovHC(fit2))
# t test of coefficients:
#
# Estimate Std. Error t value Pr(>|t|)
# sales -6.2479556 1.9032780 -3.2827 0.001055 **
# pop -0.0021752 0.0121773 -0.1786 0.858260
# ---
# Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1