I think the feature you're referring to is called "Performance Assistance," and Yamaha seems to have abandoned it for whatever reason. For instance, the Performance Assistance feature is included on my YPT-400 (from 2006), but not on my PSR-E433 (from 2012) and later models.
It could be that the feature was felt to be more detrimental than helpful to people learning to play, since playing the wrong keys would still produce the correct notes, removing both the auditory feedback that lets the player know a mistake was made, as well as the incentive to learn the correct keys to play.
I know of no way to program a keyboard to emulate the Performance Assistant feature if it isn't already included, but there may be a computer app that can do something similar. I was about to suggest PianoBooster, but after looking at its list of features I don't think it can do this.