Hi, I am running some analysis on US Industrial companies (years 2000-2019) to study the effect of geographic segment diversification (GSD, log-transformed and lagged) on firm performance (EBIT_ROA, log transformed.) I use GSD in linear and quadratic forms. The regression gives a coefficient of -.0991237 (significant) for quadratic GSD. These results are produced below under bullet "A - Regression with Quadratic GSD". Now I created an interaction for the global financial crisis (I have created a categorical variable "Crisis" with values 1= pre-crisis, 2= crisis, 3= post-crisis) and find that the interaction of crisis with quadratic GSD is significant. The results are produced in B - Regression with Quadratic GSD & Crisis Interaction. In the interaction regression results, I find that quadratic GSD is no longer significant although the quadratic GSD interacted with crisis is significant. I was hoping to get some help on how to interpret such a result.

A - Regression with Quadratic GSD

Code:
. xtreg Ln_EBIT_ROA Ln_Revenue Ln_LTD_to_Sales Ln_Intangible_Assets  CoAge wGDPpc wCPI wDCF wExpgr
>  wGDPgr wCons Ln_PS_RD c.l1.Ln_GSD##c.l1.Ln_GSD if  CoAge>=0 & NATION=="UNITED STATES" & NATIONC
> ODE==840 & FSTS>=10 & FSTS <=100 & GENERALINDUSTRYCLASSIFICATION ==1 & Year_<2020 & Year_<YearIn
> active & Discr_GS_Rev!=1, fe cluster(n_WSID)

Fixed-effects (within) regression               Number of obs     =      1,080
Group variable: n_WSID                          Number of groups  =        215

R-sq:                                           Obs per group:
     within  = 0.1161                                         min =          1
     between = 0.0028                                         avg =        5.0
     overall = 0.0000                                         max =         19

                                                F(11,214)         =          .
corr(u_i, Xb)  = -0.8655                        Prob > F          =          .

                                       (Std. Err. adjusted for 215 clusters in n_WSID)
--------------------------------------------------------------------------------------
                     |               Robust
         Ln_EBIT_ROA |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
---------------------+----------------------------------------------------------------
          Ln_Revenue |   .5227131   .1484644     3.52   0.001     .2300733    .8153529
     Ln_LTD_to_Sales |  -.1259449   .0420909    -2.99   0.003    -.2089107   -.0429792
Ln_Intangible_Assets |  -.1111652   .0606124    -1.83   0.068    -.2306389    .0083085
               CoAge |  -.0207395   .0128813    -1.61   0.109    -.0461301     .004651
              wGDPpc |   .0000447   .0000238     1.88   0.062    -2.23e-06    .0000916
                wCPI |   .0088375   .0228297     0.39   0.699    -.0361624    .0538374
                wDCF |   9.60e-14   1.29e-13     0.74   0.458    -1.58e-13    3.50e-13
              wExpgr |  -.0035418   .0101196    -0.35   0.727    -.0234887    .0164051
              wGDPgr |   .0354974    .030715     1.16   0.249    -.0250454    .0960402
               wCons |  -5.00e-15   4.48e-14    -0.11   0.911    -9.33e-14    8.32e-14
            Ln_PS_RD |  -.0533373   .0488165    -1.09   0.276    -.1495601    .0428855
                     |
              Ln_GSD |
                 L1. |  -.6912847    .202656    -3.41   0.001    -1.090742   -.2918272
                     |
 cL.Ln_GSD#cL.Ln_GSD |  -.0991237   .0373107    -2.66   0.008    -.1726672   -.0255802
                     |
               _cons |  -12.11932   2.610238    -4.64   0.000    -17.26439   -6.974254
---------------------+----------------------------------------------------------------
             sigma_u |  1.3840627
             sigma_e |   .5932136
                 rho |   .8448082   (fraction of variance due to u_i)
--------------------------------------------------------------------------------------
B - Regression with Quadratic GSD & Crisis Interaction

Code:
. xtreg Ln_EBIT_ROA Ln_Revenue Ln_LTD_to_Sales Ln_Intangible_Assets  CoAge wGDPpc wCPI wDCF wExpgr
>  wGDPgr wCons Ln_PS_RD c.l1.Ln_GSD##c.l1.Ln_GSD##ib2.crisis if  CoAge>=0 & NATION=="UNITED STATE
> S" & NATIONCODE==840 & FSTS>=10 & FSTS <=100 & GENERALINDUSTRYCLASSIFICATION ==1 & Year_<2020 & 
> Year_<YearInactive & Discr_GS_Rev!=1, fe cluster(n_WSID)

Fixed-effects (within) regression               Number of obs     =      1,080
Group variable: n_WSID                          Number of groups  =        215

R-sq:                                           Obs per group:
     within  = 0.1280                                         min =          1
     between = 0.0043                                         avg =        5.0
     overall = 0.0123                                         max =         19

                                                F(17,214)         =          .
corr(u_i, Xb)  = -0.7239                        Prob > F          =          .

                                             (Std. Err. adjusted for 215 clusters in n_WSID)
--------------------------------------------------------------------------------------------
                           |               Robust
               Ln_EBIT_ROA |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
---------------------------+----------------------------------------------------------------
                Ln_Revenue |   .5231021   .1499161     3.49   0.001     .2276008    .8186035
           Ln_LTD_to_Sales |   -.125481   .0419333    -2.99   0.003    -.2081362   -.0428258
      Ln_Intangible_Assets |  -.1103335   .0615829    -1.79   0.075    -.2317202    .0110532
                     CoAge |  -.0029363   .0166989    -0.18   0.861    -.0358517    .0299791
                    wGDPpc |   .0000298   .0000218     1.37   0.172    -.0000131    .0000727
                      wCPI |   .0060675   .0254869     0.24   0.812      -.04417     .056305
                      wDCF |   1.36e-13   1.27e-13     1.07   0.285    -1.14e-13    3.85e-13
                    wExpgr |   .0126791   .0125128     1.01   0.312    -.0119851    .0373433
                    wGDPgr |   .0115004   .0300052     0.38   0.702    -.0476431     .070644
                     wCons |  -2.27e-14   4.36e-14    -0.52   0.603    -1.09e-13    6.32e-14
                  Ln_PS_RD |    -.04777   .0474308    -1.01   0.315    -.1412614    .0457213
                           |
                    Ln_GSD |
                       L1. |    -.49074   .2583853    -1.90   0.059    -1.000046    .0185662
                           |
       cL.Ln_GSD#cL.Ln_GSD |    .177507   .1103887     1.61   0.109    -.0400813    .3950953
                           |
                    crisis |
                        1  |   .0000289   .1170896     0.00   1.000    -.2307677    .2308255
                        3  |   -.244763   .1386875    -1.76   0.079    -.5181314    .0286055
                           |
          crisis#cL.Ln_GSD |
                        1  |  -.0697625   .1898751    -0.37   0.714    -.4440274    .3045024
                        3  |  -.1822128   .2083067    -0.87   0.383    -.5928084    .2283829
                           |
crisis#cL.Ln_GSD#cL.Ln_GSD |
                        1  |  -.2631727   .1049846    -2.51   0.013    -.4701091   -.0562364
                        3  |  -.2041293   .0970556    -2.10   0.037    -.3954366   -.0128219
                           |
                     _cons |   -13.0135   2.823174    -4.61   0.000    -18.57829   -7.448709
---------------------------+----------------------------------------------------------------
                   sigma_u |  1.1013267
                   sigma_e |  .59130596
                       rho |  .77623771   (fraction of variance due to u_i)
--------------------------------------------------------------------------------------------