SharePoint: Can we set security group as site collection administrator using CSOM in PowerShell in SharePoint Online

Can we set security group as site collection administrator using CSOM in PowerShell in SharePoint Online - Office 365? I tried but getting error like "Company Administrator is not a valid user." Also is there any way to set primary and secondary site collection admin using CSOM in PowerShell? I am using sharepoint online -Office 365. Any idea?