Bootstrapping code for Wald tests on interaction variables

[Martina Mchenga]

I have run the command below in Stata 14

set more off
set seed 12345
cap program drop iv_wald
program define iv_wald, rclass
args varlist
reg ANC rain ib0.educ married miscarriage caesar ib1.SES age age2 ib1.birthorder wanted permission ib1.religion urban ib1.ethnic
cap drop uhat
predict uhat, res
return scalar b_iv = _b[rain]
reg LBW c.prophylaxis##c.ANC4 c.prophylaxis##c.ANC1 `varlist' uhat SS1
return scalar b1 = _b[c.prophylaxis##c.ANC4]
return scalar b2 = _b[c.prophylaxis##c.ANC1]
return scalar b_uhat = _b[uhat]
return scalar b_SS1=_b[SS1]
end
local controls = "gestation NDVI sex ib0.educ married twin miscarriage caesar ib1.SES age age2 ib1.birthorder wanted permission ib1.religion urban ib1.ethnic smoking"
bootstrap b_iv=r(b_iv) b1=r(b1) b2=r(b2) b_uhat = r(b_uhat) b_SS1=r(b_SS1), reps(1000): iv_wald `controls'

I ended up getting the following error message;

invalid matrix stripe;
c.prophylaxis##c.ANC4
an error occurred when bootstrap executed iv_wald
r(198);


What could be the problem? Anyone please?

[William Lisowski]

Reposted in the General Forum and answered there.

https://www.statalist.org/forums/for...tion-variables