Practical tips for efficient generalised linear modelling using SAS under NT

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This is a preview note for a workshop. The workshop will cover: Guidelines for memory usage and time taken with Genmod. Preparing data for more efficient running with Genmod. Tuning NT for greater performance. Practical demonstrations of performance improvements. About Genmod: Genmod is a procedure which is included in the Stat module of SAS. It was introduced in version 6.09 and has been widely used within the insurance industry as one of the software products to offer a generalised linear modelling solution. As SAS becomes more of a standard within the industry, there has been a demand for more information on this product, particularly in relation to its performance and ways of enhancing that performance. Linear modelling is a computationally difficult task, an iterative process requiring large scale matrix arithmetic. This is not made any easier by the way in which general insurers have used it for premium rating. For most insurance products, there are a large number of rating factors many of which may have relatively weak effects on the claim frequency and average claim size.