Compile error with ipset

I'm building Lede with latest git version.
Since I'm going to compile the shadowsocks-libev, with depend ipset, I got this error when make.
configure: error: Invalid kernel source directory /lib/modules/4.8.0-37-generic/source
Makefile:60: recipe for target '/home/jayshao/source/build_dir/target-x86_64_musl-1.1.16/linux-x86_64/ipset-6.30/.configured_yyyyyyy' failed
make[2]: *** [/home/jayshao/source/build_dir/target-x86_64_musl-1.1.16/linux-x86_64/ipset-6.30/.configured_yyyyyyy] Error 1
make[2]: Leaving directory '/home/jayshao/source/package/network/utils/ipset'
package/Makefile:106: recipe for target 'package/network/utils/ipset/compile' failed
make[1]: *** [package/network/utils/ipset/compile] Error 2
make[1]: Leaving directory '/home/jayshao/source'