CONFIG_EEH is not available for thedefaultarchitecture x86.
Result is shown for architecture powerpc

PCI Extended Error Handling (EEH)

modulename: eeh.ko

and/or

eeh_pseries.ko

and/or

eeh-powernv.ko

configname: CONFIG_EEH

Linux Kernel Configuration
└─>PCI Extended Error Handling (EEH)
In linux kernel since version 2.6.15 (release Date: 2006-01-02)  
source code:
/arch/powerpc/platforms/pseries/