Thanks Tirthankar, that did the trick. Here's the solution to my problem using the "bivpois" package:
rm(list = ls()) library(bivpois) y1 = c(1,2,3,4,4,3) y2 = c(0,2,0,2,3,5) x1 = c(2,3,4,8,1,3) x2 = c(3,5,6,7,8,9) d = data.frame(cbind(y1, y2, x)) eq1 = y1 ~ x1 + x2 eq2 = y2 ~ x1 + x2 out = lm.pb(eq1, eq2, data = d, zeroL3 = TRUE) print(out) I couldn't find out how to get standard errors and p-values from the package, so I bootstrapped them. ~Owen 2009/4/13 Tirthankar Chakravarty <tirthankar.chakrava...@gmail.com> > You should probably try the -bivpois- package: > http://cran.r-project.org/web/packages/bivpois/index.html > > A very good discussion of multivariate Poissons, negative binomials > etc. can be found in Chapter 7 of Rainer Winkelmann's book > "Econometric Analysis of Count Data" (Springer 2008). Most of the > likelihoods involved are fairly straightforward. > > T > > On Mon, Apr 13, 2009 at 9:32 AM, Owen Powell <opow...@gmail.com> wrote: > > Dear list members, > > > > Is there a package somewhere for jointly estimating two poisson > processes? > > > > I think the closest I've come is using the "SUR" option in the Zelig > > package (see below), but when I try the "poisson" option instead of > > the "SUR" optioin I get an error (error given below, and indeed, > > reading the documentation of the Zelig package, I get the impression > > "poisson" was not meant to handle a system of equations). > > > > I think I could do it myself by constructing the likelihood function > > and then applying ML, but I'd prefer to avoid doing that unless it's > > entirely necessary. > > > > I'll post my solution to the list when I've worked it out. > > > > Regards, > > > > ~Owen > > > > # CODE FOR "sur" OPTION > > rm(list = ls()) > > library(Zelig) > > > > y1 = c(1,2,3,4) > > y2 = c(0,2,0,2) > > x = c(2,3,4,8) > > d = data.frame(cbind(y1, y2, x)) > > > > eq1 = y1 ~ x > > eq2 = y2 ~ x > > eqSystem = list (eq1, eq2) > > > > system_out = zelig(formula = eqSystem, model = "sur", data = d) > > summary(system_out) > > > > ----------------------------------------------------------------- > > > > # ERROR FROM REPLACING "sur" WITH "poisson" > > Error in switch(mode(x), `NULL` = structure(NULL, class = "formula"), : > > invalid formula > > > > -- > > Owen Powell > > http://center.uvt.nl/phd_stud/powell > > > > ______________________________________________ > > R-help@r-project.org mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > > and provide commented, minimal, self-contained, reproducible code. > > > > > > -- > To every ù-consistent recursive class ê of formulae there correspond > recursive class signs r, such that neither v Gen r nor Neg(v Gen r) > belongs to Flg(ê) (where v is the free variable of r). > -- Owen Powell http://center.uvt.nl/phd_stud/powell [[alternative HTML version deleted]]
______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
