How I can add the custom app\web\User?

[HuskyDev]

I have a dashboard module and this module have own auth part. That's why I not use default user component. But in this way I catch this error: User::identityClass must be set.
What I need to do?

[HuskyDev]

Now i just replace this
$this->setRedirectUrl(Yii::$app->getUser()->getReturnUrl());
for this
$this->setRedirectUrl(DashboardModule::getUser()->getReturnUrl());
in ServiceBase.php where DashboardModule::getUser() returns dashboard user object.
It's works, but I don't think that is good idea.