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I have a regression (OLS) output and was hoping to get some suggestions on how I might be able to interpret the coefficient using Stata or SAS. The dependent variable is ‘standard deviation of residuals over a firm-specific eight-year rolling window’ (e.g., quality or similar construct). The independent variable of interest is an interaction term of two indicator variables. In essence, I was looking to see if there is a way to interpret the coefficient something like this: Movement of 1*1 (interaction variable) from 0 to 1 is associated with xxx standard deviations positive movement of the dependent variable. I understand it is likely not possible to do percent or percentage points interpretation so I am taking the interpretation in terms of standard deviations. Many thanks in advance.

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