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 you omit the WEIGHT statement, all observations that you use 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 has the form bold upper V equals bold upper Z bold upper G bold upper Z prime plus bold upper R; therefore, when you specify 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: December 09, 2022