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Updated: Jun 22, 2026

Inverse Probability of Treatment Weighting (Propensity Score) using the Military Health System Data Repository and National Death Index
Published on: January 8, 2020
About an adaptively weighted Kaplan-Meier estimate
1Service d'enseignement des méthodes quantitatives de gestion, HEC Montréal, 3000 chemin de la Côte-Sainte-Catherine, Montréal, Quebec, Canada. jfplante@hec.ca
Abstract:
The minimum averaged mean squared error nonparametric adaptive weights use data from m possibly different populations to infer about one population of interest. The definition of these weights is based on the properties of the empirical distribution function. We use the Kaplan-Meier estimate to let the weights accommodate right-censored data and use them to define the weighted Kaplan-Meier estimate. The proposed estimate is smoother than the usual Kaplan-Meier estimate and converges uniformly in probability to the target distribution. Simulations show that the performances of the weighted Kaplan-Meier estimate on finite samples exceed that of the usual Kaplan-Meier estimate. A case study is also presented.
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