I've put togther an ado file that I think does this -- it saves all of the
macros, scalars, and matrices from the last estimation command (in a special
dataset) and allows you to retrieve them in future Stata sessions --
essentially what -estimates store- does for a single session.
I haven't tested it extensively and so would offer it to any beta-testers
interested. If it seems to do what you want, then maybe I will submit it to
SSC. It's called -estsave- and has a simple syntax (you're either
using(filename) or saving(filename). You need to specify a unique id
variable when savings results so that it can put e(sample) back in place
when retrieved. The dataset it saves only contains one variable (the ID
variable for the estimation sample only) and then saves everything else
using characteristics. I think it works...
I for one would like a copy of -estsave-. I am definitely curious to find
out just how -estsave- saves matrices and scalars in characteristics.
