st: xtreg - saving transformed variables

[Bert Lloyd <bert.lloyd.89@gmail.com>]

Hi Statalist,

I would like to know if there is a simple way to keep the variables
transformed by xtreg in memory and save them to the current
dta-dataset.

For example, for fixed effects estimation, I would like to save the
de-meaned independent and dependent variables as, for example,
y_demeaned, x1_demeaned, x2_demeaned, etc.

Of course, this is not too hard to do manually but it would be
convenient to ensure that it is done on the same sample, etc.

A similar technique for other estimators that use transformed data,
e.g. xtregar, would also be helpful.

Many thanks in advance.

 - BL
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