Replacing door knob

An interior door in my house has a loose door knob. By loose, I mean the knob sometimes unscrews from the rod to which it was attached. If I screw it back on enough that this does not happen, then either the latch or knob won't turn.



I bought a replacement knob, which has the same problem.



What is the problem here? Is there a problem with my door rather than the knob? Am I installing the door knob wrong in some way? Some other issue?



Thanks.