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  • Quantile regression on interaction terms

    Hello All,
    I am running a quantile regression on log of wage as my dependent variable with other explanatory variables which also include an interaction term. I ran the regression on stata 12 which gave an error message "interactions not allowed". My interacting variables comprises a categorical and contineous variable. Please find the generated command as follows:

    xi: sqreg lwage i.MARR one_child two_children three_children more_than3_chil i.MARR#c.child hhsize exper exper2 i.educ_levels i.zone i.Secto i.isco i.Asset i.Urban if gender==1 & Wage_self_emp==2, q(.25 .5 .75)
    i.MARR _IMARR_1-3 (naturally coded; _IMARR_1 omitted)
    interactions not allowed
    r(101);

    Also, the interaction variables are Marrital status and no. of children: See table below
    tab MARR

    MARR | Freq. Percent Cum.
    ------------+-----------------------------------
    Other Union | 790 5.57 5.57
    Married | 7,529 53.09 58.66
    Single | 5,862 41.34 100.00
    ------------+-----------------------------------
    Total | 14,181 100.00

    The children variable:
    tab chil

    child | Freq. Percent Cum.
    ------------+-----------------------------------
    1 | 2,455 21.76 21.76
    2 | 2,227 19.74 41.50
    3 | 2,316 20.53 62.02
    4 | 1,595 14.14 76.16
    5 | 1,214 10.76 86.92
    6 | 705 6.25 93.17
    7 | 380 3.37 96.53
    8 | 201 1.78 98.32
    9 | 97 0.86 99.18
    10 | 39 0.35 99.52
    11 | 14 0.12 99.65
    12 | 15 0.13 99.78
    13 | 12 0.11 99.88
    14 | 5 0.04 99.93
    15 | 8 0.07 100.00
    ------------+-----------------------------------
    Total | 11,283 100.00

    I would appreciate any help and commands that I can apply to run a quantile regression on these variables including the interaction terms.
    Looking forward to your contribution.
    Regards
    Ikechukwu
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