## WEIGHT Statement

**WEIGHT** * variable ***;**

A WEIGHT statement names a variable in the input data set with
values that are relative weights for a weighted least-squares fit.
If the weight value is proportional to the reciprocal
of the variance for each observation, then the weighted
estimates are the best linear unbiased estimates (BLUE).
Values of the weight variable must be nonnegative.
If an observation's weight is zero, the
observation is deleted from the analysis.
If a weight is negative or missing, it is set to zero,
and the observation is excluded from the analysis.
A more complete description of the WEIGHT statement can
be found in Chapter 30, "The GLM Procedure."

Observation weights can be changed interactively with the
REWEIGHT statement; see the section "REWEIGHT Statement".

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