xtrifreg: factor-variable and time-series operators not allowed

[Anuradha Saikia]

I am getting the following error in xtrifreg command . Please help. DTTA is continuous and InsD is a dummy .

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);

[FernandoRios]

Based on your other posts, be aware that RIF regressions produce "Unconditional quantile regressions", which is quite different from what "conditional quantile regressions" produce.
It may or may not be what you want or need.
Regarding your specific command, xtrifreg simply does not allow for factor notation. There is no way around it other than creating the interactions by hand.

Alternatively, you can use -rifhdreg- (ssc install rif)

bootstrap, reps(200):rifhdreg ROA c.DTTA##i.InsD LEV Age Size GDPpercapita , abs(Companynum) rif(q(75))

HTH

[Anuradha Saikia]

Thank you FernandoRios .