There are three issues in your code. The first two issues are related to adding a space between option and parenthesis. See the following two corrections.
save (Chapter_1_Tables) use
add (Industry Effects, Yes, Year Effects, Yes) use
add(Industry Effects, Yes, Year Effects, Yes)
And the third issue is the use of add() option without using the nest option. add() option works only when you are nesting regression tables. Therefore, this option will be ignored as asdoc will be outputting the detailed regression table when option nest is not used.
asdocx is now available
A more powerful and flexible version of asdoc is now available. I call it asdocx. You may like to check the details here
Please do remember to cite asdoc. To cite:
Tables were created using asdoc, a Stata program written by Shah (2018).
Shah, A. (2018). ASDOC: Stata module to create high-quality tables in MS Word from Stata output. Statistical Software Components S458466, Boston College Department of Economics.