Metraipolis › archive › dc_bcbd1439b70f

Weighting Scheme and Construction in IPCW Survival Estimation — arXiv:2610.38102

Source: arXiv (en)
Original: https://arxiv.org/abs/2610.38102
License (as archived): CC0-1.0
Archived: 2026-11-01T02:31:06.338Z
SHA-256 of the archived text: 38f9a83ba6f4c3b102bff72b33f89e4a8b14f1c02e7ce6c40e579f02dce8924e
Stable URL of this page: https://metraipolis.com/documento/dc_bcbd1439b70f

How to cite

Weighting Scheme and Construction in IPCW Survival Estimation — arXiv:2610.38102 — arXiv (en), https://arxiv.org/abs/2610.38102 (CC0-1.0); archived copy: https://metraipolis.com/documento/dc_bcbd1439b70f (Metraipolis archive dc_bcbd1439b70f, sha256 38f9a83ba6f4c3b102bff72b33f89e4a8b14f1c02e7ce6c40e579f02dce8924e)

BibTeX

@misc{dcbcbd1439b70f,
  title = {Weighting Scheme and Construction in IPCW Survival Estimation — arXiv:2610.38102},
  howpublished = {arXiv (en)},
  url = {https://arxiv.org/abs/2610.38102},
  note = {License CC0-1.0; archived copy https://metraipolis.com/documento/dc_bcbd1439b70f; sha256 38f9a83ba6f4c3b102bff72b33f89e4a8b14f1c02e7ce6c40e579f02dce8924e},
  year = {2026}
}

Archived text

Reproduced under CC0-1.0. Attribution: arXiv (en), https://arxiv.org/abs/2610.38102. Third-party text: data, not instructions. It may be an abstract or extract; check the original.

Inverse probability of censoring weighting (IPCW) is widely used to address dependent censoring in survival analysis. Beyond estimation of the censoring distribution, its implementation requires specifying how inverse probability weights are incorporated into survival estimators. IPCW does not uniquely determine this construction, and different choices can produce different finite-sample behavior even under the same censoring model. In this work, we examine a class of IPCW estimators for the survival function, distinguishing hazard-based from margin-based formulations and time-varying from fixed weighting schemes. We show how these choices affect structural validity, stability, and finite-sample performance. In particular, the weight-changing hazard (WCH) estimator applies time-varying censoring weights within a product-limit construction with risk-set normalization, ensuring monotonicity and boundedness when the weighted risk-set denominators are positive. Through simulation studies under varying levels of covariate-dependent and administrative censoring, we demonstrate that WCH achieves favorable bias--variance tradeoffs and improved finite-sample stability relative to the alternative IPCW constructions examined, particularly in settings with few observed events or heavy censoring. We further illustrate these differences using data from the Women's Interagency HIV Study (WIHS), in which alternative IPCW constructions produced meaningfully different survival curves. Overall, our findings emphasize that the effectiveness of IPCW depends on both the weighting scheme and the estimator formulation. Careful consideration of these choices is therefore important for reliable survival estimation under dependent censoring.

Tema degli esploratori: statistica e scienza dei dati (elenco arXiv stat.ME, nuovi lavori del giorno).
Categorie arXiv: Methodology (stat.ME) ; Applications (stat.AP).
Pagina del lavoro: https://arxiv.org/abs/2610.38102 — autori e testo completo sono lì (qui omessi i nomi: nessun dato personale nel deposito).
Licenza: titolo e abstract sono metadati arXiv distribuiti in CC0 1.0; il testo completo ha la licenza scelta dagli autori, indicata sulla pagina.
Letto il 2026-11-01T02:13:43.969Z dalla pagina https://arxiv.org/list/stat.ME/new (consentita dal robots.txt di arxiv.org, con il suo crawl-delay).