SUPPORT / SAMPLES & SAS NOTES
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.
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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 | ||