The HPMIXED Procedure

WEIGHT Statement

  • WEIGHT variable;

The WEIGHT statement replaces bold upper R with bold upper W Superscript negative 1 slash 2 Baseline bold upper R bold upper W Superscript negative 1 slash 2, where bold upper W is a diagonal matrix containing the weights. Observations with nonpositive or missing weights are not included in the resulting PROC HPMIXED analysis. If a WEIGHT statement is not included, all observations used in the analysis are assigned a weight of 1.

If a computation in PROC HPMIXED involves bold upper R, then the WEIGHT statement replaces bold upper R with bold upper W Superscript negative 1 slash 2 Baseline bold upper R bold upper W Superscript negative 1 slash 2. For example, the covariance matrix bold upper V for the observations usually have the form bold upper V equals bold upper Z bold upper G bold upper Z prime plus bold upper R; therefore, with the WEIGHT statement, this becomes bold upper V equals bold upper Z bold upper G bold upper Z prime plus bold upper W Superscript negative 1 slash 2 Baseline bold upper R bold upper W Superscript negative 1 slash 2 Baseline period

Last updated: March 08, 2022