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  • Interaction term in Unconditional Quantile regression

    Dear all.
    How do I incorporate an interaction between a continuous and a dummy variable in my unconditional quantile regression model?
    My model has N=178 and T=14.
    Also DT: disputed taxes
    and InsD: dummy variable showing institutional distance
    are my variables to be used in interaction.
    Please find the code for the base quantile regression
    Code:
    xtrifreg ROA DTTA LEV Age Size GDPpercapita , fe i(Companynum) q(90) bootstrap    reps(200)
    Bootstrap xtrifreg (200)

  • #2
    I tried using the xtrifreg command. but this is what I got.
    Code:
     xtrifreg ROA c.DTTA##i.InsD LEV Age Size GDPpercapita , fe i(Companynum) q(75) bootstrap reps(200)
    factor-variable and time-series operators not allowed
    r(101);

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