Problem Note 55859: KRI counts are incorrect and the error "...Too many parameters to be estimated" occurs
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In SAS® OpRisk VaR, if key risk indicators (KRIs) are loaded for some but not all business lines, the counts might not be correct. This inaccuracy can result in frequency models for some cells not being fit, regardless of whether KRIs are used in those models. If the fitting fails, an error like the following occurs:
ERROR: Too many parameters to be estimated, given the available count data (N observations).
In the above, "N" is a number less than the actual number of frequency observations.
A fix is planned 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 | Microsoft Windows 8 Enterprise 32-bit | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 |
| Microsoft® Windows® for x64 | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows 8 Enterprise x64 | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows 8 Pro 32-bit | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows 8 Pro x64 | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows 8.1 Enterprise 32-bit | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows 8.1 Enterprise x64 | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows 8.1 Pro | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows 8.1 Pro 32-bit | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 Datacenter Edition | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 Enterprise Edition | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 Standard Edition | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 for x64 | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2008 | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2008 R2 | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2008 for x64 | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2012 Datacenter | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2012 R2 Datacenter | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2012 R2 Std | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2012 Std | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows XP Professional | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Enterprise 32 bit | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Enterprise x64 | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Home Premium 32 bit | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Home Premium x64 | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Professional 32 bit | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Professional x64 | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Ultimate 32 bit | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Ultimate x64 | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows Vista | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows Vista for x64 | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| 64-bit Enabled AIX | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| 64-bit Enabled HP-UX | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| 64-bit Enabled Solaris | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| HP-UX IPF | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Linux | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Linux for x64 | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Solaris for x64 | 4.21 | 5.1 | 9.3 TS1M2 | 9.3 TS1M2 | ||
A fix for this issue for SAS OpRisk VaR 4.21 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/G66.html#55859
If KRIs are loaded for some but not all business lines, the counts might not be correct and "ERROR: Too many parameters to be estimated" might occur
| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Financial Analysis |
| Date Modified: | 2015-06-08 17:08:33 |
| Date Created: | 2015-05-22 10:06:35 |