Re: [R] joint estimation of two poisson equations
Hi, I have the same problem to find out the standard errors of the parameter in the same package you have used. I couldn't find out how to get standard errors and p-values from the package, so I bootstrapped them. Can you explain your method to find out the standard errors with the bootstrap method? Thanks a lot -- View this message in context: http://r.789695.n4.nabble.com/joint-estimation-of-two-poisson-equations-tp894847p3315520.html Sent from the R help mailing list archive at Nabble.com. __ 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.
Re: [R] joint estimation of two poisson equations
ryusuke wrote: > > > > Owen Powell-2 wrote: >> >> 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 >> >>> 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 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. >> >> > > I would like to know the bivpois coding and write a same function in VBA > Excel, anyone gonna good suggestion? > http://www.nabble.com/file/p24115406/%257Ebivpois%257E.txt %7Ebivpois%7E.txt -- View this message in context: http://www.nabble.com/joint-estimation-of-two-poisson-equations-tp23019442p24115406.html Sent from the R help mailing list archive at Nabble.com. __ 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.
Re: [R] joint estimation of two poisson equations
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 > 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 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.
Re: [R] joint estimation of two poisson equations
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 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 ω-consistent recursive class κ of formulae there correspond recursive class signs r, such that neither v Gen r nor Neg(v Gen r) belongs to Flg(κ) (where v is the free variable of r). __ 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.
