## WEIGHT Statement

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

When a WEIGHT statement is used,
a weighted residual sum of squares

is minimized, where *w*_{i} is the value of the variable
specified in the WEIGHT statement, *y*_{i} is the
observed value of the response variable, and is the predicted value of the response variable.
The observation is used in the analysis only if the value
of the WEIGHT statement variable is greater than zero.
The WEIGHT statement has no effect on
degrees of freedom or number of observations.
If the weights for the observations are
proportional to the reciprocals of the error
variances, then the weighted least-squares
estimates are best linear unbiased estimators (BLUE).

Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.