作者在Github上面都讲了呀。详情：https://github.com/sergiocorreia/reghdfe
解决办法：Recent Updatesversion 5.7.0 20mar2019:
Users no longer have to run reghdfe, compile after installing. If you are getting the error "class FixedEffects undefined", either upgrade to this version, or run reghdfe, compile
cap ado uninstall ftools
cap ado uninstall moresyntax
cap ado uninstall reghdfe
cap ado uninstall ivreghdfe
net install ftools, from(C:\git\ftools-master\src)
net install reghdfe, from(C:\git\ftools-master\src)
net install ivreghdfe, from(C:\git\ftools-master\src)
ftools, compile
reghdfe, compile
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