Left Truncation of Failure Times

The PHREG Procedure

Left Truncation of Failure Times

Left truncation arises when individuals come under observation only some known time after the natural time origin of the phenomenon under study. The risk set just prior to an event time does not include individuals whose left truncation times exceed the given event time. Thus, any contribution to the likelihood must be conditional on the truncation limit having been exceeded.

Although left truncation can be accommodated in PROC PHREG through the counting process style of input, such specification does not allow survival estimates to be output. Using the ENTRY= option in PROC PHREG for left truncation does not suppress computing the survival estimates. Consider the following specifications of PROC PHREG:

   proc phreg data=one;
      model t2*dead(0)=x1-x10/entry=t1;
      baseline out=out1 survival=s;
      title 'The ENTRY= option is Specified';
   run;

   proc phreg data=one;
      model (t1,t2)*dead(0)=x1-x10;
      baseline out=out2 survival=s;
      title 'Counting Process Style of Input';
   run;

Both specifications yield the same model estimates; however, the baseline data set out2 is empty, since survivor function estimates are not computed when you use the counting process style of input.

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