Hi,
I am running a fe regression model on US listed companies to study the effect of lagged Relative Geographic Diversification (L1.Relative_GSD) on Firm Performance (ROA.) I am using a linear and quadratic term for L1.Relative_GSD and am interacting it with a dummy variable Crisis (Crisis=0 is the period 2001-06 and Crisis=1 is the period 2010-19.)

1. cL.Relative_GSD#cL.Relative_GSD has a p>|t| = 10.5%, but Crisis#cL.Relative_GSD has a p>|t| = 73.7% (not significant at all.)
2. Crisis#cL.Relative_GSD#cL.Relative_GSD is significant but Crisis#cL.Relative_GSD is not. (In such a situation, would it be correct for me to interpret the interaction results for Crisis#cL.Relative_GSD#cL.Relative_GSD?)
3. Should I be considered the adjusted R-squared before interpreting the results in #2? If so, where can I find the adjusted R-squared for xtreg? Thank you so much.

I am attaching my results screen for your reference.

Code:
. xtreg ROA_win05 l1.LnRev l1.LnLTDTA l1.CoAge l1.RnDIntensity l1.AdvExpIntensity TotalPSD GDPGrowth_Wg
> t GDP_pc_Wgt CPI_Wgt c.l1.Relative_GSD##c.l1.Relative_GSD##i.Crisis if SIC_2Digit_Division=="Manufact
> uring" & l1.Relative_GSD !=0 & l1.Relative_GSD !=. & HeadquartersCountryRegion=="United States" & FST
> S>10, fe cluster(compid)

Fixed-effects (within) regression               Number of obs     =      6,433
Group variable: compid                          Number of groups  =        805

R-sq:                                           Obs per group:
     within  = 0.0575                                         min =          1
     between = 0.1898                                         avg =        8.0
     overall = 0.0981                                         max =         18

                                                F(14,804)         =       8.81
corr(u_i, Xb)  = -0.1639                        Prob > F          =     0.0000

                                                  (Std. Err. adjusted for 805 clusters in compid)
-------------------------------------------------------------------------------------------------
                                |               Robust
                      ROA_win05 |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
--------------------------------+----------------------------------------------------------------
                          LnRev |
                            L1. |  -1.407216   .3320157    -4.24   0.000    -2.058935   -.7554957
                                |
                        LnLTDTA |
                            L1. |   -.521211   .1351684    -3.86   0.000    -.7865356   -.2558863
                                |
                          CoAge |
                            L1. |   .0137111   .0283719     0.48   0.629    -.0419806    .0694027
                                |
                   RnDIntensity |
                            L1. |   .0026586   .0026161     1.02   0.310    -.0024766    .0077938
                                |
                AdvExpIntensity |
                            L1. |  -11.87018   9.741451    -1.22   0.223    -30.99186    7.251499
                                |
                       TotalPSD |  -.2000879   .3119765    -0.64   0.521    -.8124725    .4122966
                  GDPGrowth_Wgt |   .2464468    .040049     6.15   0.000     .1678338    .3250599
                     GDP_pc_Wgt |   .0000154   .0000294     0.53   0.599    -.0000422    .0000731
                        CPI_Wgt |   .1231483   .0824054     1.49   0.135    -.0386069    .2849035
                                |
                   Relative_GSD |
                            L1. |   .0011202   .9366034     0.00   0.999    -1.837356    1.839597
                                |
cL.Relative_GSD#cL.Relative_GSD |   2.913843   1.793011     1.63   0.105    -.6056914    6.433377
                                |
                       1.Crisis |   .8772725   .2731693     3.21   0.001     .3410634    1.413482
                                |
         Crisis#cL.Relative_GSD |
                             1  |   .3113933   .9286133     0.34   0.737    -1.511399    2.134186
                                |
         Crisis#cL.Relative_GSD#|
                cL.Relative_GSD |
                             1  |  -3.953864   1.851397    -2.14   0.033    -7.588007   -.3197211
                                |
                          _cons |   16.47904   2.224425     7.41   0.000     12.11268    20.84541
--------------------------------+----------------------------------------------------------------
                        sigma_u |  8.7188974
                        sigma_e |  3.7498225
                            rho |  .84390413   (fraction of variance due to u_i)
-------------------------------------------------------------------------------------------------