“Simpler standard errors for two-stage optimization estimators” (Terza, 2016a, Stata Journal 16: 368–385) offers an analytic simplification of the daunting textbook formulations of the asymptotic variance–covariance matrix of a class of two-stage optimization estimators. Here I revisit that simplification and show that it applies to a much broader class of estimators than was originally considered. I also offer a correction that further enhances the generality of this asymptotic variance–covariance matrix formulation. These points are illustrated via a realdata application.