"My connection is with things of quality," said Baroness Bathsheva de Rothschild, "It's what I understand."

Indeed. One suspects that a Baroness Rothschild, member of the great financial dynasty, might know something about quality. Now in her early 60s, the baroness was in town the other day to promote the Bat-Dor Dance Company of Israel, which she helped found a dozen years ago. The group of 26 dancers will perform here Feb. 27 to March 1 at Lisner Auditorium. To get attention for them, the baroness submitted to a series of brief interviews in the Ladies' Parlor of the Cosmos Club.

She has made her home in Israel for years, becoming a permanent resident in 1962 after leaving New York, where she had "a feeling of having no choice." In Israel, she found a "sense of belonging."

"There's so much to do, and you feel that what you do is important. There is a sense of ease, but at the same time a sense of boiling over, of things happening..." While the country is still struggling to provide the basics of existence, she said, "I feel that what one can do is to help make it a good existence..."

Rothschild speaks "only" English, French and Hebrew. She was educated in Paris and New York. Although raised as a Jew, she did not receive any particular religious training. She does not appear to have moved to Israel for religious reasons.

"In Israel, the religion and the culture are all one," she said. "It's a way of life, not a dogma. There are ways of thinking I was not brought up with that I learned there without the slightest idea I was doing something religious... All these things do give you a certain relationship with the past. I did have a strong feeling that the Jewish mentality... is more a nation than a religion.

"My father had lived through the Dreyfus affair. This is not to be forgotten." Her father was the late Baron Edouard de Rothschild, head of the French branch of the banking family.

When she first moved to Israel, life for most people was less affluent than it is now, more austere. "Some women wouldn't even put on lipstick," she said. "One was against all formalities. There was a lack of a sense of esthetics that came from that. Within a few years there was a big boom, more and more luxuries, women have become more and more coquette."

Israel is more cosmopolitan now, she said. There is a burgeoning feminist movement, as women seek "kvot," or respect, and particular emphasis on changing inequitable divorce laws. Now, she said, for example, woman can be divorced on the grounds of adultery, but a man cannot.

She was introduced to dance by Martha Graham, with whom she studied in New York. She later supported the company and traveled with them on tour, at one point taking Graham to visit a class by Jeannette Ordman, with whom Rothschild later founded the Bat-Dor Company. Ordman, a South Africa-born dancer, was with her in Washington, wearing a new dress from Paris and the honed cheekbones of a dancer.

Ordman lives with eight dogs in a house adjoining "Madame Bathsheva's" in Tel Aviv. Their school has 600 students; the company has 10,000 subscribers and its own 384-seat theater. Choreographers Alvin Ailey, Anthony Tudor and Paul Taylor have done works for the company.

"Being in every performance," said Ordman, "I get from her notes on improving my performance. This is invaluable. But she never interrupts a rehearsal. This she learned from Graham."

"The glib fashion I see elsewhere amazes me," said Rothschild. "My training came with an image of standards."