Hi,

I am trying to manipulate a gls regression model output to adjust for use of
two-stage least squares. Basically, I want to estimate a model, then feed in
a new set of residuals, then re-calculate all of the model output (i.e. the
standard errors of the estimators, etc.). I have found some documentation on
doing this in stata, which is below:
http://www.stata.com/help.cgi?ereturn

I am wondering whether there is a function like this ereturn() (see
http://www.stata.com/help.cgi?ereturn) in R, and whether this might allow me
to achieve something similar.

Thanks so much!

	[[alternative HTML version deleted]]

