The LIFETEST Procedure

The variable in the WEIGHT statement identifies the variable in the input data set that contains the weights of the subjects. Values of the WEIGHT variable can be nonintegral and are not truncated. Observations with negative, zero, or missing values for the WEIGHT variable are not used in the computation.

The implementation of weights in PROC LIFETEST is based on Xie and Liu (2005, 2011), who use inverse probability of treatment weights to reduce confounding effects. A weight is assigned to each subject as the inverse probability of being in a certain group. If a subject has a higher probability of being in a group, it is considered as overrepresented and is therefore assigned a lower weight; on the other hand, if the subject has a smaller probability of being in a group, it is considered as underrepresented and is assigned a higher weight.