Dear Statalisters,

I am trying to run a two-stage procedure of Regression Discontinuity in Time using a balanced household-level panel data, based on the method of Hausman & Rapson 2016.
In the first stage, I regress the purchased quantity on seasonal covariates using FE Poisson regression (because of the nonnegative nature of my dependent variable).
Then I predict the residuals and run the second stage regression, which is a local linear RD where the dependent variable is the residuals from the first stage and the running variable is time. According to theory, standard errors should be retrieved by a bootstrapping procedure that allows first stage variance to be reflected in the second stage.
For this purpose, I wrote a simple program:

Array


However, when I use bootstrap to run the program I get almost zero standard errors:

Array


After an intensive exploration of a solution, I found an old version of bootstrap that includes the option -noesample-.
When I run the program using the old version, including the -noesample- option, I get reasonable standard errors,
which are similar to the standard errors I get when I run the procedure in two separate stages without bootstrapping:

Array


The weird thing is when I remove the -noesample- option from the syntax of the old bootstrap version,
I get the exact same standard errors as in the "new" bootstrap version::


Array


Note that -noesample- is no longer a valid option in the "new" bootstrap syntax.
see this post which is somewhat related:
https://www.statalist.org/forums/for...help_bootstrap


Question: Could someone please help me figure out what's wrong with my code that yields these tiny standard errors, and how can it be fixed?

Many many thanks,
Adam