Action Microsoft.crm.setup.shared.analyzerbase+collectaction failed

We have installed MS Dynamics CRM 2016 on-premise successfully. We created an SSRS report and deployed it and is running successfully. But when I went to the Reports area in CRM, I found out that there are no reports installed. I tried to create a new report and I got the error:

Report Wizard reports are not available because the Microsoft Dynamics CRM Reporting Extensions component is not installed

I googled it and found out this article. When I try to install the SetupSrsDataConnector, I am able to run the wizard, accept the license agreement, but after that I am getting the below error:

Can anyone suggest the solution or the root cause to this?

1. Navigate to the Start Menu (or Windows key + R will perform steps 1 and 2)

2. In the search bar, type Run and hit enter

3. In the open lookup, type Regedit and hit enter

4. Expand the Windows Registry tree to the following registry directory:

HKLM\SOFTWARE\Microsoft\Windows\CurrentVersion\Installer\UserData\S-1-5-18\Components\0EF1E6B4EFCDA2649B26A424D56DAACD
a. HKEY_LOCAL_MACHINE
 b. Software
 c. Microsoft
 d. Windows
 e. CurrentVersion
 f. Installer
 g. UserData
 h. S-1-5-18
 i. Components
j. 0EF1E6B4EFCDA2649B26A424D56DAACD

5. Examine the registry key '0EF1E6B4EFCDA2649B26A424D56DAACD' for multiple string value registry entries

 a. A single string value should be present in this directory - the scenario outlined in the symptom will result in two string registry entries being created.

6. Right-Click on the registry key 0EF1E6B4EFCDA2649B26A424D56DAACD and select Export

 a. Save the registry backup to a location on the local computer

7. Right-Click on the registry key 0EF1E6B4EFCDA2649B26A424D56DAACD and select Delete

 Note: This key is created during setup and will be recreated as part of the setup process

8. Start the Microsoft Dynamics CRM 2016 Report Authoring Extensions installation wizard