Dear all

i hope you are doing good

i'm working on my research paper and i want to try the moderated effect of firm performance (ROA) in the relationship between CEO's compensation and strategic risk taking (R&D) using quantile regression approach

i have tried to add the interaction variable ( c.stockoptions##c.ROA ) to the regression but i have got the following error msg " factor variables and time-series operators not allowed"

i hope there is a way to run the quantile regression with moderation.
i would appreciate your help

Best regards
Sedki