The LT= option in the SEVERITY and HPSEVERITY procedures incorrectly includes observations in the analysis, where the LOSS variable is equal to the specified left-truncation threshold. Only observations that are greater than this threshold value should be considered “observed” and used in the analysis. In other words, PROC SEVERITY and PROC HPSEVERITY use the condition Y >= LT, rather than the documented condition, Y > LT, to determine the set of observed values to use in the analysis. None of the other truncation or censoring options are affected, such as the LC=, RT=, and RC= options.

This issue is fixed in SAS^® 9.4M2 (TS1M2) (SAS/ETS^® 13.2).

To circumvent the problem in releases prior to SAS 9.4M2, add a small number to your left-truncation threshold variable or value. For example, instead of specifying LT=100, specify LT=100.00001.