re: st: RE: accessing first stage results in xtivreg2

[Laura Grant <contributary@gmail.com>]

Old thread, same desire. I would like to use -lincom- to produce SEs
for a linear combination of coefficients from two separate regressions
at the same time -- one coefficient from the first stage and a few
from the main. This could be for any two-stage regression (-ivreg-,
-xtivreg-, I happen to be using -xtivreg2-).

I can -savefirst- and then -restore- them but this "restores a stored
estimation set, making it the active set so that all postestimation
commands will act on it." However, I still want the main results too
to be inputs in the -lincom- too. There must be a way to keep them
both active in memory or recall the components (like the -hausman-
command does). Of course, I could save the e(b) and e(V) and do the
-lincom- manually, but then it's harder to replicate.

Thanks, Laura
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