Not sure if this is the problem: try removing the extra space before the last quote on each line:
-gltLabel 1 Sleep_YN -gltCode 1 'BSVARS : 1*Sleep -1*NoSleep Interest : 1*YN ' \
-gltLabel 2 Sleep_YI -gltCode 2 'BSVARS : 1*Sleep -1*NoSleep Interest : 1*YI ' \
-gltLabel 3 Sleep_NN -gltCode 3 'BSVARS : 1*Sleep -1*NoSleep Interest : 1*NN ' \
-gltLabel 4 Sleep_NI -gltCode 4 'BSVARS : 1*Sleep -1*NoSleep Interest : 1*NI ' \
Gang