I don't know the answer to your question. Another article deals directly with your question (Statistics in Medicine 24:3089-3110). However, with PROC LIFETEST, you might consider the FREQ statement option, NOTRUNCATE, that prevents truncation on non-integer weights and the use of Wilcoxon scores (=n_i) instead of the default log-rank test scores (=1) so that these weights are incorporated in the estimation.
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