As the description of xtivreg2 says, it is the wrapper of ivreg2. But the "savefirst“ option of ivreg2 could actually store the first stage result, so it's easy for ivreg2 to export it. Although user could add "savefirst" option in xtivreg2 command, and it runs without an error, it still no result is stored like "ivreg2 xxx, savefirst" does.
If I have to use xtivreg2 for fixed effect estimation, is there a way to export first and second stage results at the same time? Thanks.