Hello,

I am trying to implement Wooldridge's control function approach and bootstrap both the first and second stage's using a program and I could use some help regarding the code. Thus far i have:

capture program drop boot
program boot, rclass
regress endogvar instrument controls
predict resid_cf, resid
regress dv controls endogvar endogvar*x1 endogvar*x2 resid_cf
end
bootstrap, reps(100) : boot

However, it returns:

Bootstrap replications (100)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 50
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 100
insufficient observations to compute bootstrap standard errors
no results will be saved


Could someone please advise?

Thank you in advance!