Tuning Peg keeps falling off?

I'm very new to playing bass and I really don't have any idea what I'm doing. My 4th string's tuning peg started to rattle and then fall off, I've tried to screw it back on but it won't stay. It's almost as if the screw was stripped but it's not. The little pole thing keeps sliding out too.

I'm not sure what caused this problem? I don't know if it's user error or if there is a problem with the tuners themselves. I've looked online to try and solve this myself but I can't figure it out.