Using one of the MLwiN examples, here is what I intend doing (my model differs from the example below, but the logic is the same):

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```
use "http://www.bristol.ac.uk/cmm/media/runmlwin/tutorial.dta", clear
runmlwin normexam cons, level2(school: cons) level1(student: cons) nopause
runmlwin normexam cons, level2(school: cons) level1(student: cons) mcmc(on) initsprevious nopause
estimates store model1
runmlwin normexam cons girl standlrt, level2(school: cons) level1(student: cons) nopause
runmlwin normexam cons girl standlrt, level2(school: cons) level1(student: cons) mcmc(on) initsprevious nopause
estimates store model2
```

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`nlcom ([model1][RP1]var(cons)-[model2][RP1]var(cons))/([model1][RP1]var(cons)+[model1][RP2]var(cons))`

Is it possible to simply store MCMC chains from both estimations (mcmcsum, getchains), manually merge them and then do the following?

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```
gen dif=(RP1_var_cons_model1-RP1_var_cons_model2)/(RP1_var_cons_model1+RP2_var_cons_model1)
mcmcsum dif, variables
```