Problem Note 52392: The COUNTREG procedure removes a KRI during the fitting process even though the REG procedure included it earlier
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In SAS® OpRisk VaR, during the frequency model fitting, PROC COUNTREG might remove a variable that had been included earlier by PROC REG in the variable selection process. When this removal occurs, PROC COUNTREG issues a warning that the variable is removed due to collinearity. Later in the processing, the fitting cannot complete correctly.
Click the Hot Fix tab in this note to access the hot fix for this issue.
Operating System and Release Information
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS OpRisk VaR | Windows Vista | 4.1_M3 | 9.2 TS2M3 | ||
| Windows 7 Ultimate x64 | 4.1_M3 | 9.2 TS2M3 | ||||
| Windows 7 Ultimate 32 bit | 4.1_M3 | 9.2 TS2M3 | ||||
| Windows 7 Professional x64 | 4.1_M3 | 6.1 | 9.2 TS2M3 | 9.4 TS1M0 | ||
| Windows 7 Professional 32 bit | 4.1_M3 | 9.2 TS2M3 | ||||
| Windows 7 Home Premium x64 | 4.1_M3 | 9.2 TS2M3 | ||||
| Windows 7 Home Premium 32 bit | 4.1_M3 | 9.2 TS2M3 | ||||
| Windows 7 Enterprise x64 | 4.1_M3 | 6.1 | 9.2 TS2M3 | 9.4 TS1M0 | ||
| Windows 7 Enterprise 32 bit | 4.1_M3 | 9.2 TS2M3 | ||||
| Microsoft Windows XP Professional | 4.1_M3 | 9.2 TS2M3 | ||||
| Microsoft Windows Server 2008 for x64 | 4.1_M3 | 6.1 | 9.2 TS2M3 | 9.4 TS1M0 | ||
| Microsoft Windows Server 2008 R2 | 4.1_M3 | 6.1 | 9.2 TS2M3 | 9.4 TS1M0 | ||
| Microsoft Windows Server 2008 | 4.1_M3 | 9.2 TS2M3 | ||||
| Microsoft Windows Server 2003 for x64 | 4.1_M3 | 9.2 TS2M3 | ||||
| Microsoft Windows Server 2003 Standard Edition | 4.1_M3 | 9.2 TS2M3 | ||||
| Microsoft Windows Server 2003 Enterprise Edition | 4.1_M3 | 9.2 TS2M3 | ||||
| Microsoft Windows Server 2003 Datacenter Edition | 4.1_M3 | 9.2 TS2M3 | ||||
| Microsoft® Windows® for x64 | 4.1_M3 | 6.1 | 9.2 TS2M3 | 9.4 TS1M0 | ||
| Windows Vista for x64 | 4.1_M3 | 9.2 TS2M3 | ||||
| 64-bit Enabled AIX | 4.1_M3 | 6.1 | 9.2 TS2M3 | 9.4 TS1M0 | ||
| 64-bit Enabled HP-UX | 4.1_M3 | 6.1 | 9.2 TS2M3 | 9.4 TS1M0 | ||
| 64-bit Enabled Solaris | 4.1_M3 | 6.1 | 9.2 TS2M3 | 9.4 TS1M0 | ||
| HP-UX IPF | 4.1_M3 | 6.1 | 9.2 TS2M3 | 9.4 TS1M0 | ||
| Linux | 4.1_M3 | 6.1 | 9.2 TS2M3 | 9.4 TS1M0 | ||
| Linux for x64 | 4.1_M3 | 6.1 | 9.2 TS2M3 | 9.4 TS1M0 | ||
| Solaris for x64 | 4.1_M3 | 6.1 | 9.2 TS2M3 | 9.4 TS1M0 | ||
A fix for this issue for SAS OpRisk VaR 4.1_M3 is available at:
http://ftp.sas.com/techsup/download/hotfix/HF2/C75.html#52392A fix for this issue for SAS OpRisk VaR 5.1 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/J67.html#52392
"Warning: Variable name dropped due to collinearity" is displayed.
| Type: | Problem Note |
| Priority: | medium |
| Topic: | Analytics ==> Financial Analysis Analytics ==> Regression |
| Date Modified: | 2014-03-10 07:14:05 |
| Date Created: | 2014-02-20 13:22:06 |