Some people does not understand business that is why they fail in it, once they set up business, they will quick their jobs at very early stage of their business, and when they do not have money to fund the business again, they go broke and the business fail. Never quit your job as a new business owner combine the two. Salary and business are important, but your plan for a salary job should not exceed 10 years, because no matter the pay, if you depend on salary you can not be wealthy. But business can make you a wealthy man.
People who set up a business wne fail in business are those who have no experience before setting up the business a good and experienced business person who have learnt from others before setting up his own business will not be working and running a business at the same time because there will be no time to run the business smoothly unless the person is running a part time business. If you have a business that requires your full attention then you shouldn't combine business with your job, choose your business if it gives you more money, time and respect but if your work takes care of your whole needs then don't bother establishing a business if you will not have the time.