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 m
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
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.
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
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,
r
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