Is there a way to exclude certain values from legend in proc sgplot ? I am using 9.4 M2.
No, it exists in 9.4 M3 with the EXCLUDE option.
However, you can explicitly list the values you do want in the legend. See the answers here which still apply to your situation.
https://communities.sas.com/t5/SAS-GRAPH-and-ODS-Graphics/legend-in-sgplot/td-p/68656
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