In my dataset, TYPE2, INDC32, region2, and yr stand for firms, industry,region, and time.
Normally, when running firm and industry*year fixed effects, I run the code

Code:
areg y x INDC32#yr, a(TYPE2)
My senior friend consults me that I can do the same thing by using reghdfe

Code:
reghdfe y x, a(TYPE2 INDC32 yr)
However, the result from the reghdfe code above is similar to

Code:
reghdfe y x, a(region2 INDC32 yr)
So, I believe there should be something wrong with my code.
So, what should be the code for controlling firm and industry*year fixed effects by using reghdfe?
And, can I ask for the source of learning multi-way clustering by using reghdfe?