topic weight statement in proc lifetest in Statistical Procedures

weight statement in proc lifetest

Ivy — Fri, 16 Dec 2022 23:09:09 GMT

Hello,

Under weight statement, what kind of weight can be put in ?

Dose the weight only allow IPW(inverse probability of treatment weights) or any kind of weight from the weighting method such as entropy balance, propensity score matching ?

https://documentation.sas.com/doc/en/pgmsascdc/9.4_3.4/statug/statug_lifetest_syntax08.htm

proc lifetest data=VALung ;
   time SurvTime*Censor(1);
   strata Cell;
   weight ????  ;
run;

Thank you!

Re: weight statement in proc lifetest

ballardw — Sat, 17 Dec 2022 03:11:19 GMT

From the documentation of the Weight statement for Proc Lifetest:

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.

So it appears that only IPW is expected.

@Ivy wrote:

Hello,

Under weight statement, what kind of weight can be put in ?

Dose the weight only allow IPW(inverse probability of treatment weights) or any kind of weight from the weighting method such as entropy balance, propensity score matching ?

https://documentation.sas.com/doc/en/pgmsascdc/9.4_3.4/statug/statug_lifetest_syntax08.htm
proc lifetest data=VALung ;
   time SurvTime*Censor(1);
   strata Cell;
   weight ????  ;
run;
Thank you!

Re: weight statement in proc lifetest

OsoGris — Mon, 19 Dec 2022 09:26:55 GMT

I think IPW weights are common but you should be able to use any WEIGHT value you desire. Note that the WEIGHT stmt only applies to Method=KM.