9.5 - Is there any way to disable automatic rollback?

Dear Everybody!

See this sampe:

StartTrans;
try
Update1;
Insert1;
Update2; // this cause error f.e.
Commit;
except
AnyChecks;
Rollback;

When Update2 causes error, AnyChecks comes.

In other databases I can do anything in that point, because Update and
Insert 1 stored in the database, and the transaction is on.
May I choose to commit. The control is mine.

In PG it's seems to be different. PG silently rollback the actual
transaction.
My client controls, my client libraries, my client users believe that
changes were sent.

My client library lies that I'm "InTransaction", and in same transaction
I started(?). Every statement creates error message.
I think it's a little bit problematic. This is not under my control.
In AutoCommit mode ok, because it must drop the last modification, but
here no, I think.

Please help me a little: have I got any way to disable this mode, or
turn it on/off?

MS:

If a run-time statement error (such as a constraint violation)
occurs in a batch, the default behavior in the Database Engine is to
roll back only the statement that generated the error. You can
change this behavior using the SET XACT_ABORT statement. After SET
XACT_ABORT ON is executed, any run-time statement error causes an
automatic rollback of the current transaction. Compile errors, such
as syntax errors, are not affected by SET XACT_ABORT. For more
information, seeSET XACT_ABORT (Transact-SQL)
<https://technet.microsoft.com/en-us/library/ms188792%28v=sql.105%29.aspx>.

Thanks for your help!

dd