I have been having a problem on SharePoint 2010, that has been there since beta but still exists on RTM. Everything worked fine when I first built the beta by running the Farm Configuration Wizard, but when I rebuilt the system and created the Service Applications manually in the Central Admin UI, the usage analysis Web Analytics reports were reporting zero results. I checked the Web Analytics services were started in Central Admin along with all the other usual checks and spotted that the Usage and Health Data Collection SA Proxy was Stopped in the Manage Service Application page:
So I deleted the Usage and Health Service Application from the UI and recreated it using PowerShell with this script:
$serviceInstance = Get-SPUsageService
New-SPUsageApplication -Name "Usage and Health Data Collection Service Application" -DatabaseServer DBSERVER -DatabaseName "SharePoint_SA_Usage" -UsageService $serviceInstance > $null
However, the new SA proxy was still reporting Stopped and still no Web Analytics reports after 24 hours.
I decided to place a PSS call in the end and the answer lies in requiring to run a Provision method on the Usage and Health Data Collection Service Application Proxy after creating it in PowerShell. Therefore, if you already have a Usage and Health Service Application provisioned, you can change it by getting the GUID of the proxy from typing Get-SPServiceApplicationProxy and using it as in the below example:
$UP = Get-SPServiceApplicationProxy | where {$_.ID -eq "7636f85a-88eb-4ffc-8a31-8dbdd0812e14"}
$UP.Provision()