st: -est combine-?

[Michael Hanson <mshanson@mac.com>]

	As part of a multi-column table of estimation results, I am looking  
to "combine" results from multiple Stata commands into a single  
column.  Specifically, I want to construct a k-column table for k  
related specifications of a model, where the first n1 rows for each  
specification (each column) list the parameter estimates and their  
SEs p-values from an e-class program (such as -ivreg2- or -nl-), the  
next n2 rows list the parameter estimates and SEs or p-values from a  
series of -nlcom- transformations based on the e-class estimates, and  
the final n3 rows report diagnostic statistics (e.g., sample size,  
AIC/BIC, etc.) from the e-class program.  I would like for this  
process to be automated, rather than involving cutting and pasting,  
with the goal of producing tables in both SMCL and LaTeX format.

	I effect, I think I am looking for an "estimates combine" or  
"estimates merge" command:  the only way I have found to store the  
estimates from the -nlcom- commands (with their associated second  
moment statistics) is to use the -post- option, which for me creates  
a new estimate set rather than adding/appending to the existing one.   
I have a suspicion that it might be possible to cajole -estout- to  
give the table I am after, but I have not been successful.  (I can  
provide a lengthy set of examples of code I have tried to get what I  
am after, if necessary.)  I have Stata 10.  Any suggestions are most  
welcome.

                                        -- Mike


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