Fail to replicate the Example: OLS regression in reghdfe_programming help file

[atheodorakopoulos]

Version

• Stata version: 16.1
• OS: Windows 10

Behavior
I failed to replicate the Example: OLS regression at the end of reghdfe_programming help file (http://scorreia.com/help/reghdfe_programming.html)

Here is the code I used:

sysuse auto, clear 
local depvar price 
local indepvars weight gear_ratio
mata: HDFE = fixed_effects("turn", "", "fweight", "trunk", 0, 2) 
mata: HDFE.varlist = "`depvar' `indepvars'" 
mata: HDFE.indepvars = "`indepvars'" 
mata: data = HDFE.partial_out("`depvar' `indepvars'") 
mata: reghdfe_solve_ols(HDFE, data, b=., V=., N=., rank=., df_r=., resid=., kept=., "vce_none") 
mata: b

Here is the error:

. mata: HDFE = fixed_effects("turn", "", "fweight", "trunk", 0, 2) 

## Parsing absvars and HDFE options
command reghdfe_parse is unrecognized
                 stata():  3598  Stata returned error
         fixed_effects():     -  function returned error
                 <istmt>:     -  function returned error

Any ideas?