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.chakravarty@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 <opowell@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

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