Problem Note 53774: An error similar to "Invalid argument or operand; contains missing values" occurs when you force KRIs into frequency models
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In SAS® OpRisk VaR, forcing KRIs into frequency models can result in parameters that are nonsignificant and essentially zero. These KRIs are not needed in the model and should be dropped, but they are not dropped. Fitting failures can also occur, which generates an error similar to the following:
ERROR: Invalid argument or operand; contains missing values.
The workaround is to suggest KRIs in the frequency models. If the parameters are significant, then the KRIs are used.
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 | Solaris for x64 | 4.1_M3 | 5.1 | 9.2 TS2M3 | 9.3 TS1M2 |
| Linux for x64 | 4.1_M3 | 5.1 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Linux | 4.1_M3 | 5.1 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| HP-UX IPF | 4.1_M3 | 5.1 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| 64-bit Enabled Solaris | 4.1_M3 | 5.1 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| 64-bit Enabled AIX | 4.1_M3 | 5.1 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| 64-bit Enabled HP-UX | 4.1_M3 | 5.1 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Windows Vista for x64 | 4.1_M3 | 5.1 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Windows Vista | 4.1_M3 | 5.1 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Windows 7 Ultimate x64 | 4.1_M3 | 5.1 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Windows 7 Ultimate 32 bit | 4.1_M3 | 5.1 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Windows 7 Professional x64 | 4.1_M3 | 5.1 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Windows 7 Professional 32 bit | 4.1_M3 | 5.1 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Windows 7 Home Premium x64 | 4.1_M3 | 5.1 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Windows 7 Home Premium 32 bit | 4.1_M3 | 5.1 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Windows 7 Enterprise 32 bit | 4.1_M3 | 5.1 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Windows 7 Enterprise x64 | 4.1_M3 | 5.1 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Microsoft Windows XP Professional | 4.1_M3 | 5.1 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2008 for x64 | 4.1_M3 | 5.1 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2008 R2 | 4.1_M3 | 5.1 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2008 | 4.1_M3 | 5.1 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 for x64 | 4.1_M3 | 5.1 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 Standard Edition | 4.1_M3 | 5.1 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 Enterprise Edition | 4.1_M3 | 5.1 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 Datacenter Edition | 4.1_M3 | 5.1 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Microsoft® Windows® for x64 | 4.1_M3 | 5.1 | 9.2 TS2M3 | 9.3 TS1M2 | ||
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#53774A fix for this issue for SAS OpRisk VaR 5.1 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/J67.html#53774| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Financial Analysis |
| Date Modified: | 2014-07-31 11:28:41 |
| Date Created: | 2014-07-29 11:45:30 |