There are others who have a better knowledge of PROC LIFETEST than I do ( @FreelanceReinh ), but it seems that the WEIGHT statement would provide what you are looking for. I think the values you give as weights should be inverted as the documentation says the weights should be assigned based on the inverse probability of belonging to the group. So if the matching is 1:1 the weights would be 1 and 1, for 1:2 matching the weights would be 3 and 1.5, and for 1:3 the weights would be 4 and 1.33333. So looking at those values and taking common denominators, it appears that the weight of the treated group would be the coefficient for matching of the historical group, such that 1:1 matching would have equal weights 1 and 1, 1:2 would have weights 2 and 1, and 1:3 would have weights 3 and 1.
But I could be really, really wrong.
SteveDenham
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