I feel having a separate Stata program to export in-memory data in R dump format would be great. Users could then choose to run CmdStan either via the Stata -shell- command directly, or via the ...

If you have to run bunches of psmatch2 and output them, this will be a good choice instead of endless ctrl+c/ctrl+v. Meanwhile, you'd better use the loop i provided below. It will my pleasure to hear ...