st: Programming interface to reg ?

[Thomas Corneli�en <cornelissen@ewifo.uni-hannover.de>]

Dear Statalisters,
I wish to estimate the model y = X b + e by OLS.
I have a program that creates the matrices X'X and X'y of my problem in an 
efficient way (loading the whole X matrix into the memory would be 
inefficient because it is sparse).

My question is: After having constructed X'X and X'y (the system of normal 
equations) can I provide these to Stata and tell it to do with it everything 
it uses to do when it computes OLS estimates with the -reg- command? And 
also use the options of -reg-?
If it is not possible at the step of X'X and X'y, then maybe can I use some 
options of -reg- even after I have estimates of b and Var(b) at my disposal 
?  (My main concern is getting clustered or robust standard errors.)

Thanks for any suggestions!
Thomas

-------------------------------------------------------------------------
Thomas Cornelissen
Institute of Empirical Economic Research
Leibniz Universit�t Hannover, Germany
cornelissen@ewifo.uni-hannover.de 
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