The HPSEVERITY Procedure

LOSS Statement

LOSS <response-variable-name> </ censoring-truncation-options> ;

The LOSS statement specifies the name of the response or loss variable whose distribution needs to be modeled. You can also specify additional options to indicate any truncation or censoring of the response. The specification of response variable is optional if at least one type of censoring is specified. You must specify a response variable if no censoring is specified. If you specify more than one LOSS statement, then the first statement is used.

All the analysis variables specified in this statement must be present in the input data set that is specified by using the DATA= option in the PROC HPSEVERITY statement. The response variable is expected to have nonmissing values. If the variable has a missing value in an observation, then a warning is written to the SAS log and that observation is ignored.

The following censoring-truncation-options can be used in the LOSS statement:

LEFTCENSORED=variable-name LC=variable-name LEFTCENSORED=number LC=number

specifies the left-censoring variable or a global left-censoring limit.

You can use the variable-name argument to specify a data set variable that contains the left-censoring limit. If the value of this variable is missing, then PROC HPSEVERITY assumes that such observations are not left-censored.

Alternatively, you can use the number argument to specify a left-censoring limit value that applies to all the observations in the data set. This limit must be a nonzero positive number.

By the definition of left-censoring, an exact value of the response is not known when it is less than or equal to the left-censoring limit. If the response variable is specified and the value of that variable is less than or equal to the value of the left-censoring limit for some observations, then PROC HPSEVERITY treats such observations as left-censored and the value of the response variable is ignored. If the response variable is specified and the value of that variable is greater than the value of the left-censoring limit for some observations, then PROC HPSEVERITY assumes that such observations are not left-censored.

If both right-censoring and left-censoring limits are specified, then the left-censoring limit must be greater than or equal to the right-censoring limit. If both limits are identical, then the observation is assumed to be uncensored.

For more information about left-censoring, see the section Censoring and Truncation.

LEFTTRUNCATED | LT=variable-name LT=variable-name LEFTTRUNCATED=number LT=number

specifies the left-truncation variable or a global left-truncation threshold.

You can use the variable-name argument to specify a data set variable that contains the left-truncation threshold. If the value of this variable is missing or 0 for some observations, then PROC HPSEVERITY assumes that such observations are not left-truncated.

Alternatively, you can use the number argument to specify a left-truncation threshold that applies to all the observations in the data set. This threshold must be a nonzero positive number.

It is assumed that the response variable contains the observed values. By the definition of left-truncation, you can observe only a value that is greater than the left-truncation threshold. If a response variable value is less than or equal to the left-truncation threshold, a warning is printed to the SAS log, and the observation is ignored. For more information about left-truncation, see the section Censoring and Truncation.

RIGHTCENSORED | RC=variable-name RC=variable-name RIGHTCENSORED=number RC=number

specifies the right-censoring variable or a global right-censoring limit.

You can use the variable-name argument to specify a data set variable that contains the right-censoring limit. If the value of this variable is missing, then PROC HPSEVERITY assumes that such observations are not right-censored.

Alternatively, you can use the number argument to specify a right-censoring limit value that applies to all the observations in the data set. This limit must be a nonzero positive number.

By the definition of right-censoring, an exact value of the response is not known when it is greater than or equal to the right-censoring limit. If the response variable is specified and the value of that variable is greater than or equal to the value of the right-censoring limit for some observations, then PROC HPSEVERITY treats such observations as right-censored and the value of the response variable is ignored. If the response variable is specified and the value of that variable is less than the value of the right-censoring limit for some observations, then PROC HPSEVERITY assumes that such observations are not right-censored and the value of the right-censoring limit is ignored.

For more information about right-censoring, see the section Censoring and Truncation.

RIGHTTRUNCATED | RT=variable-name RT=variable-name RIGHTTRUNCATED=number RT=number

specifies the right-truncation variable or a global right-truncation threshold.

You can use the variable-name argument to specify a data set variable that contains the right-truncation threshold. If the value of this variable is missing for some observations, then PROC HPSEVERITY assumes that such observations are not right-truncated.

Alternatively, you can use the number argument to specify a right-truncation threshold that applies to all the observations in the data set. This threshold must be a nonzero positive number.

It is assumed that the response variable contains the observed values. By the definition of right-truncation, you can observe only a value that is less than or equal to the right-truncation threshold. If a response variable value is greater than the right-truncation threshold, a warning is printed to the SAS log, and the observation is ignored. For more information about right-truncation, see the section Censoring and Truncation.