你试过reghdfe的github页面https://github.com/sergiocorreia/reghdfe上的安装指引中的命令了吗？我把它们复制在下面了

* Install ftools (remove program if it existed previously)
cap ado uninstall ftools
net install ftools, from("https://raw.githubusercontent.com/sergiocorreia/ftools/master/src/")

* Install reghdfe 5.x
cap ado uninstall reghdfe
net install reghdfe, from("https://raw.githubusercontent.com/sergiocorreia/reghdfe/master/src/")

* Install boottest for Stata 11 and 12
if (c(version)<13) cap ado uninstall boottest
if (c(version)<13) ssc install boottest

* Install moremata (sometimes used by ftools but not needed for reghdfe)
cap ssc install moremata

ftools, compile
reghdfe, compile

下面这部分是reghdfe的github页面提供的ivreghdfe的安装命令，现在作者已经将工具变量估计这部分分离到这个新命令里了

cap ado uninstall ivreg2hdfe
cap ado uninstall ivreghdfe
cap ssc install ivreg2 // Install ivreg2, the core package
net install ivreghdfe, from(https://raw.githubusercontent.com/sergiocorreia/ivreghdfe/master/src/)

reghdfe的Github页面上提供的手动安装方法是可行的，但文件需要挂梯子才下得动，我已经下好放在附件的压缩包里了，需要的命令也在里面用“安装说明.txt”给出了，调整一下命令里的路径就好