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. 

Operating System and Release Information

Product Family	Product	System	Product Release		SAS Release
			Reported	Fixed*	Reported	Fixed*
SAS System	SAS/ETS	z/OS	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		Microsoft® Windows® for x64	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		Microsoft Windows 8 Enterprise 32-bit	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		Microsoft Windows 8 Enterprise x64	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		Microsoft Windows 8 Pro 32-bit	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		Microsoft Windows 8 Pro x64	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		Microsoft Windows 8.1 Enterprise 32-bit	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		Microsoft Windows 8.1 Enterprise x64	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		Microsoft Windows 8.1 Pro 32-bit	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		Microsoft Windows 8.1 Pro x64	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		Microsoft Windows Server 2003 Datacenter Edition	12.1		9.3 TS1M2
		Microsoft Windows Server 2003 Enterprise Edition	12.1		9.3 TS1M2
		Microsoft Windows Server 2003 Standard Edition	12.1		9.3 TS1M2
		Microsoft Windows Server 2003 for x64	12.1		9.3 TS1M2
		Microsoft Windows Server 2008	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		Microsoft Windows Server 2008 R2	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		Microsoft Windows Server 2008 for x64	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		Microsoft Windows Server 2012 Datacenter	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		Microsoft Windows Server 2012 R2 Datacenter	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		Microsoft Windows Server 2012 R2 Std	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		Microsoft Windows Server 2012 Std	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		Microsoft Windows XP Professional	12.1		9.3 TS1M2
		Windows 7 Enterprise 32 bit	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		Windows 7 Enterprise x64	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		Windows 7 Home Premium 32 bit	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		Windows 7 Home Premium x64	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		Windows 7 Professional 32 bit	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		Windows 7 Professional x64	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		Windows 7 Ultimate 32 bit	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		Windows 7 Ultimate x64	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		Windows Vista	12.1		9.3 TS1M2
		Windows Vista for x64	12.1		9.3 TS1M2
		64-bit Enabled AIX	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		64-bit Enabled HP-UX	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		64-bit Enabled Solaris	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		HP-UX IPF	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		Linux	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		Linux for x64	12.1	13.2	9.3 TS1M2	9.4 TS1M2
		Solaris for x64	12.1	13.2	9.3 TS1M2	9.4 TS1M2

* For software releases that are not yet generally available, the Fixed Release is the software release in which the problem is planned to be fixed.

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The LT= option in PROC SEVERITY and PROC HPSEVERITY 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.

Type:	Problem Note
Priority:	medium
Topic:	Analytics ==> Model Selection Analytics ==> Financial Analysis Analytics ==> Econometrics Analytics ==> Distribution Analysis SAS Reference ==> Procedures ==> HPSEVERITY SAS Reference ==> Procedures ==> SEVERITY Analytics ==> Regression

Date Modified:	2021-03-25 14:07:46
Date Created:	2021-03-19 16:44:55