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  • Bootstrap error.

    Dear All,
    I am trying to estimate the effect of having COVID-19 on subsequently receiving a chronic pain diagnosis. Since, death is a competing risk (if you die after COVID you cannot receive a chronic pain dx), I am estimating a competing risk survival model for duration until receipt of a new chronic pain diagnosis conditional upon not having received one yet and not dying. To control for potential endogeneity of having COVID, I am estimating a two part model as suggested in https://jhr.uwpress.org/content/50/2/420. I want to bootstrap my standard errors for a two step estimation procedure but am getting an error message. Here is the dataex for my data:

    Code:
    * Example generated by -dataex-. For more info, type help dataex
    clear
    input float grpatidtreat byte(Female age80plus Asian Black Hispanic) float COVID double PopDensity float tavg double prcp byte(_st _d _t _t0)
    15206 0 0 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
     3004 1 0 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    17435 0 0 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
     2112 1 1 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    26240 0 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    19463 0 0 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    20156 0 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
     1578 1 1 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    20172 0 0 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    19990 0 1 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    24292 1 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    22231 1 1 0 1 0 0 99.2 26.89387 102.04999969899654 1 1 1 0
     3816 0 0 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
     1326 1 0 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    25147 0 0 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    24294 0 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
     6048 0 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    20208 1 1 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    12468 1 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    24929 1 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    18131 0 1 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
     8075 0 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    18614 1 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
     1100 1 1 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    20014 1 1 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    20349 1 1 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    15241 1 0 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
     8237 0 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
      347 1 1 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
      532 1 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    20100 1 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
     7709 1 1 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    21965 1 0 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
      245 0 0 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    12819 0 1 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    26574 0 0 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    22608 1 1 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    20670 0 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    10468 1 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
     2431 1 1 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    22729 1 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    19918 1 1 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
     6767 0 0 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
     2013 1 1 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    13247 0 0 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
      409 0 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    24019 1 1 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
     8130 1 1 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
     1503 1 1 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
      450 0 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    25712 0 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    21945 1 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
     7870 1 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    19688 0 0 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    22838 1 0 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    26055 0 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
     6305 1 0 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
     2688 1 1 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
     7771 0 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    21690 1 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    24805 1 0 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    22742 0 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
     5887 0 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    14911 0 0 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    10076 0 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    19660 1 1 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    23040 1 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
     1188 0 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    18448 0 0 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
     7966 0 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
     2058 0 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
      693 1 1 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
      338 0 1 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
     1245 0 1 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    25259 1 0 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    22337 0 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    21719 0 0 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    21801 0 0 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    19906 0 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
     2593 1 0 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    10784 1 1 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
     7057 0 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    22519 1 0 0 1 0 0 99.2 26.89387 102.04999969899654 1 1 1 0
    22109 0 0 0 0 1 0 99.2 26.89387 102.04999969899654 1 0 1 0
     1508 0 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    24739 0 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    19928 1 0 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    22893 1 0 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    19535 1 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    22551 1 0 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    10009 0 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
     1990 1 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    14715 1 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
     8545 0 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    24844 0 0 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    20016 1 1 0 0 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    21723 1 0 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    20133 0 1 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
     7299 1 0 0 1 0 0 99.2 26.89387 102.04999969899654 1 0 1 0
    24604 0 0 0 0 1 0 99.2 26.89387 102.04999969899654 1 0 1 0
    end
    label values COVID COVID
    label def COVID 0 "No confirmed COVID-19", modify
    When I run the two step procedure without the bootstrapping it runs fine:
    Code:
    . probit COVID Female age80plus Asian Black Hispanic PopDensity tavg prcp if sample==1
    
    Iteration 0:  Log likelihood = -84773.888  
    Iteration 1:  Log likelihood = -84145.633  
    Iteration 2:  Log likelihood = -84139.719  
    Iteration 3:  Log likelihood = -84139.718  
    
    Probit regression                                      Number of obs = 697,196
                                                           LR chi2(8)    = 1268.34
                                                           Prob > chi2   =  0.0000
    Log likelihood = -84139.718                            Pseudo R2     =  0.0075
    
    ------------------------------------------------------------------------------
           COVID | Coefficient  Std. err.      z    P>|z|     [95% conf. interval]
    -------------+----------------------------------------------------------------
          Female |    .024962    .006397     3.90   0.000      .012424       .0375
       age80plus |  -.1059373   .0076874   -13.78   0.000    -.1210044   -.0908702
           Asian |   .0091485   .0177039     0.52   0.605    -.0255504    .0438474
           Black |   .0673043   .0105328     6.39   0.000     .0466603    .0879483
        Hispanic |   .2271459   .0092874    24.46   0.000     .2089429     .245349
      PopDensity |   .0001692   .0000121    14.04   0.000     .0001455    .0001928
            tavg |  -.0063606   .0003474   -18.31   0.000    -.0070415   -.0056797
            prcp |   .0001733   .0000623     2.78   0.005     .0000512    .0002954
           _cons |  -1.933265   .0082191  -235.22   0.000    -1.949374   -1.917156
    ------------------------------------------------------------------------------
    
    .
    . //margins, dydx(*)
    . predict xd2h, index
    
    . gen phi2h = normalden(xd2h)
    
    . gen PHI2h = normal(xd2h)
    
    . gen gr2 = COVID*phi2h/PHI2h - (1 - COVID)*phi2h/(1 - PHI2h)
    
    . gen COVID_gr2 = COVID*gr2
    
    .
    .
    . foreach v in Female age80plus Asian Black Hispanic {
      2.         sum `v'
      3.         gen `v'm=`v'-r(mean)
      4.         gen COVID_`v'm=COVID*`v'm
      5.         gen COVID`v'gr2=COVID_`v'm*gr2
      6. }
    
        Variable |        Obs        Mean    Std. dev.       Min        Max
    -------------+---------------------------------------------------------
          Female |    697,605    .5619885    .4961429          0          1
    
        Variable |        Obs        Mean    Std. dev.       Min        Max
    -------------+---------------------------------------------------------
       age80plus |    697,605    .2472932    .4314389          0          1
    
        Variable |        Obs        Mean    Std. dev.       Min        Max
    -------------+---------------------------------------------------------
           Asian |    697,605    .0342801     .181948          0          1
    
        Variable |        Obs        Mean    Std. dev.       Min        Max
    -------------+---------------------------------------------------------
           Black |    697,605    .0990632    .2987471          0          1
    
        Variable |        Obs        Mean    Std. dev.       Min        Max
    -------------+---------------------------------------------------------
        Hispanic |    697,605    .1089069    .3115226          0          1
    
    .
    . ***Second Stage***
    . eststo: stcrreg Female age80plus Asian Black Hispanic COVID gr2 if sample==1, compete(d2=2)
    
             Failure _d: d2==1
       Analysis time _t: stop
      Enter on or after: time start
            ID variable: grpatidtreat
    
    Iteration 0:  Log pseudolikelihood = -37079.611  
    Iteration 1:  Log pseudolikelihood = -37077.898  
    Iteration 2:  Log pseudolikelihood = -37077.897  
    
    Competing-risks regression                        No. of obs      =    697,196
                                                      No. of subjects =     25,644
    Failure event:   d2 == 1                          No. failed      =      3,737
    Competing event: d2 == 2                          No. competing   =      2,261
                                                      No. censored    =     19,646
    
                                                      Wald chi2(7)    =    1227.46
    Log pseudolikelihood = -37077.897                 Prob > chi2     =     0.0000
    
                          (Std. err. adjusted for 25,644 clusters in grpatidtreat)
    ------------------------------------------------------------------------------
                 |               Robust
              _t |        SHR   std. err.      z    P>|z|     [95% conf. interval]
    -------------+----------------------------------------------------------------
          Female |   1.095094   .0366405     2.71   0.007     1.025584    1.169315
       age80plus |    3.00898   .1062511    31.20   0.000     2.807775    3.224604
           Asian |   .9216742   .0904136    -0.83   0.406     .7604611    1.117063
           Black |   1.128179   .0618504     2.20   0.028      1.01324    1.256156
        Hispanic |   1.237449   .0724726     3.64   0.000     1.103255    1.387966
           COVID |   .0949024   .1989416    -1.12   0.261     .0015593    5.776043
             gr2 |   3.251186   2.834039     1.35   0.176     .5889177    17.94854
    ------------------------------------------------------------------------------
    (est47 stored)
    
    . estimates store ProbitCF
    
    . //stcurve, cif at(COVID=(0 1)) legend(label(1 "W/o COVID-19 infection") label(2 "With COVID-19 infection") pos(6) cols(2)) lcolor(navy khaki) name(yes2sriprobit
    > 1b)
    .
    . eststo: stcrreg Female age80plus Asian Black Hispanic COVID gr2 Femalem age80plusm Asianm Blackm Hispanicm if sample==1, compete(d2=2)
    note: Femalem omitted because of collinearity.
    note: age80plusm omitted because of collinearity.
    note: Asianm omitted because of collinearity.
    note: Blackm omitted because of collinearity.
    note: Hispanicm omitted because of collinearity.
    
             Failure _d: d2==1
       Analysis time _t: stop
      Enter on or after: time start
            ID variable: grpatidtreat
    
    Iteration 0:  Log pseudolikelihood = -37079.611  
    Iteration 1:  Log pseudolikelihood = -37077.898  
    Iteration 2:  Log pseudolikelihood = -37077.897  
    
    Competing-risks regression                        No. of obs      =    697,196
                                                      No. of subjects =     25,644
    Failure event:   d2 == 1                          No. failed      =      3,737
    Competing event: d2 == 2                          No. competing   =      2,261
                                                      No. censored    =     19,646
    
                                                      Wald chi2(7)    =    1227.46
    Log pseudolikelihood = -37077.897                 Prob > chi2     =     0.0000
    
                          (Std. err. adjusted for 25,644 clusters in grpatidtreat)
    ------------------------------------------------------------------------------
                 |               Robust
              _t |        SHR   std. err.      z    P>|z|     [95% conf. interval]
    -------------+----------------------------------------------------------------
          Female |   1.095094   .0366405     2.71   0.007     1.025584    1.169315
       age80plus |    3.00898   .1062511    31.20   0.000     2.807775    3.224604
           Asian |   .9216742   .0904136    -0.83   0.406     .7604611    1.117063
           Black |   1.128179   .0618504     2.20   0.028      1.01324    1.256156
        Hispanic |   1.237449   .0724726     3.64   0.000     1.103255    1.387966
           COVID |   .0949024   .1989416    -1.12   0.261     .0015593    5.776043
             gr2 |   3.251186   2.834039     1.35   0.176     .5889177    17.94854
         Femalem |          1  (omitted)
      age80plusm |          1  (omitted)
          Asianm |          1  (omitted)
          Blackm |          1  (omitted)
       Hispanicm |          1  (omitted)
    ------------------------------------------------------------------------------
    (est48 stored)
    
    . estimates store ProbitCFm
    
    . //stcurve, cif at(COVID=(0 1)) legend(label(1 "W/o COVID-19 infection") label(2 "With COVID-19 infection") pos(6) cols(2)) lcolor(navy khaki) name(yes2sriprobit
    > 1b)
    .
    . eststo: stcrreg Female age80plus Asian Black Hispanic COVID gr2 Femalem age80plusm Asianm Blackm Hispanicm COVID_gr2 if sample==1, compete(d2=2)
    note: Femalem omitted because of collinearity.
    note: age80plusm omitted because of collinearity.
    note: Asianm omitted because of collinearity.
    note: Blackm omitted because of collinearity.
    note: Hispanicm omitted because of collinearity.
    
             Failure _d: d2==1
       Analysis time _t: stop
      Enter on or after: time start
            ID variable: grpatidtreat
    
    Iteration 0:  Log pseudolikelihood = -37078.386  
    Iteration 1:  Log pseudolikelihood = -37076.647  
    Iteration 2:  Log pseudolikelihood = -37076.647  
    
    Competing-risks regression                        No. of obs      =    697,196
                                                      No. of subjects =     25,644
    Failure event:   d2 == 1                          No. failed      =      3,737
    Competing event: d2 == 2                          No. competing   =      2,261
                                                      No. censored    =     19,646
    
                                                      Wald chi2(8)    =    1228.54
    Log pseudolikelihood = -37076.647                 Prob > chi2     =     0.0000
    
                          (Std. err. adjusted for 25,644 clusters in grpatidtreat)
    ------------------------------------------------------------------------------
                 |               Robust
              _t |        SHR   std. err.      z    P>|z|     [95% conf. interval]
    -------------+----------------------------------------------------------------
          Female |   1.105049   .0375456     2.94   0.003     1.033857    1.181142
       age80plus |   2.894589   .1248682    24.64   0.000     2.659913     3.14997
           Asian |    .926506    .090886    -0.78   0.436     .7644503    1.122916
           Black |   1.153697    .065492     2.52   0.012     1.032218    1.289472
        Hispanic |   1.350739   .1071294     3.79   0.000     1.156275    1.577908
           COVID |   .1217421    .248928    -1.03   0.303      .002213    6.697409
             gr2 |   92.16569    210.356     1.98   0.047     1.051512    8078.382
         Femalem |          1  (omitted)
      age80plusm |          1  (omitted)
          Asianm |          1  (omitted)
          Blackm |          1  (omitted)
       Hispanicm |          1  (omitted)
       COVID_gr2 |   .0290399   .0640659    -1.60   0.109     .0003847    2.192102
    ------------------------------------------------------------------------------
    (est49 stored)
    
    . estimates store ProbitCFm_COVID_gr2
    
    . //stcurve, cif at(COVID=(0 1)) legend(label(1 "W/o COVID-19 infection") label(2 "With COVID-19 infection") pos(6) cols(2)) lcolor(navy khaki) name(yes2sriprobit
    > 1b)
    .
    . eststo: stcrreg Female age80plus Asian Black Hispanic COVID gr2 Femalem age80plusm Asianm Blackm Hispanicm COVID_gr2 COVIDFemalegr2 COVIDage80plusgr2 COVIDAsian
    > gr2 COVIDBlackgr2 COVIDHispanicgr2 if sample==1, compete(d2=2)
    note: Femalem omitted because of collinearity.
    note: age80plusm omitted because of collinearity.
    note: Asianm omitted because of collinearity.
    note: Blackm omitted because of collinearity.
    note: Hispanicm omitted because of collinearity.
    
             Failure _d: d2==1
       Analysis time _t: stop
      Enter on or after: time start
            ID variable: grpatidtreat
    
    Iteration 0:  Log pseudolikelihood =  -37073.45  
    Iteration 1:  Log pseudolikelihood = -37071.665  
    Iteration 2:  Log pseudolikelihood = -37071.665  
    
    Competing-risks regression                        No. of obs      =    697,196
                                                      No. of subjects =     25,644
    Failure event:   d2 == 1                          No. failed      =      3,737
    Competing event: d2 == 2                          No. competing   =      2,261
                                                      No. censored    =     19,646
    
                                                      Wald chi2(13)   =    1234.21
    Log pseudolikelihood = -37071.665                 Prob > chi2     =     0.0000
    
                               (Std. err. adjusted for 25,644 clusters in grpatidtreat)
    -----------------------------------------------------------------------------------
                      |               Robust
                   _t |        SHR   std. err.      z    P>|z|     [95% conf. interval]
    ------------------+----------------------------------------------------------------
               Female |   1.096771   .0378428     2.68   0.007     1.025053    1.173507
            age80plus |   2.913917   .1276074    24.42   0.000     2.674244     3.17507
                Asian |   .9346944   .0924489    -0.68   0.495      .769979    1.134646
                Black |   1.131962   .0659494     2.13   0.033     1.009811     1.26889
             Hispanic |   1.372199   .1106521     3.92   0.000     1.171595    1.607152
                COVID |   .1225937   .4014966    -0.64   0.522     .0001999    75.19144
                  gr2 |   99.51189   229.6945     1.99   0.046     1.079248    9175.477
              Femalem |          1  (omitted)
           age80plusm |          1  (omitted)
               Asianm |          1  (omitted)
               Blackm |          1  (omitted)
            Hispanicm |          1  (omitted)
            COVID_gr2 |   .0270263   .0711116    -1.37   0.170     .0001556    4.693214
       COVIDFemalegr2 |   1.110252   .0937759     1.24   0.216     .9408619    1.310138
    COVIDage80plusgr2 |   .8821976   .0889958    -1.24   0.214     .7239306    1.075065
        COVIDAsiangr2 |   .8376026   .2649553    -0.56   0.575     .4505895    1.557023
        COVIDBlackgr2 |   1.206487   .1397693     1.62   0.105     .9614187    1.514024
     COVIDHispanicgr2 |   .8214927   .1474551    -1.10   0.273     .5778511    1.167862
    -----------------------------------------------------------------------------------
    (est50 stored)
    But, when I run this in a bootstrap program I get an error:

    Code:
    . ***First Stage***
    . probit COVID Female age80plus Asian Black Hispanic PopDensity tavg prcp if sa
    > mple==1
      2. predict xd2h, index
      3. gen phi2h = normalden(xd2h)
      4. gen PHI2h = normal(xd2h)
      5. gen gr2 = COVID*phi2h/PHI2h - (1 - COVID)*phi2h/(1 - PHI2h)
      6. gen COVID_gr2 = COVID*gr2
      7.
    . foreach v in Female age80plus Asian Black Hispanic {
      8.         sum `v'
      9.         gen `v'm=`v'-r(mean)
     10.         gen COVID_`v'm=COVID*`v'm
     11.         gen COVID`v'gr2=COVID_`v'm*gr2
     12. }
     13.
    . ***Second Stage***
    . eststo: stcrreg Female age80plus Asian Black Hispanic COVID gr2 if sample==1,
    >  compete(d2=2)
     14.
    . eststo: stcrreg Female age80plus Asian Black Hispanic COVID gr2 Femalem age80
    > plusm Asianm Blackm Hispanicm if sample==1, compete(d2=2)
     15.
    . eststo: stcrreg Female age80plus Asian Black Hispanic COVID gr2 Femalem age80
    > plusm Asianm Blackm Hispanicm COVID_gr2 if sample==1, compete(d2=2)
     16.
    . eststo: stcrreg Female age80plus Asian Black Hispanic COVID gr2 Femalem age80
    > plusm Asianm Blackm Hispanicm COVID_gr2 COVIDFemalegr2 COVIDage80plusgr2 COVI
    > DAsiangr2 COVIDBlackgr2 COVIDHispanicgr2 if sample==1, compete(d2=2)
     17.
    . drop xd2h phi2h PHI2h gr2 Femalem age80plusm Asianm Blackm Hispanicm COVID_gr
    > 2 COVIDFemalegr2 COVIDage80plusgr2 COVIDAsiangr2 COVIDBlackgr2 COVIDHispanicg
    > r2
     18.
    . end
    
    .
    . bootstrap _b, reps(100) seed(123): boot
    (running boot on estimation sample)
    
    Bootstrap replications (100): xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
    > xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx done
    x: Error occurred when bootstrap executed boot.
    insufficient observations to compute bootstrap standard errors
    no results will be saved
    r(2000);
    
    end of do-file
    r(2000);
    I seem to have plenty of observations... so not sure what is going on. I will be very grateful for any advice you may be able to offer to resolve the issue.
    Many thanks,
    Sumedha
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