The MIXED Procedure

WEIGHT Statement

  • WEIGHT variable;

If you do not specify a REPEATED statement, the WEIGHT statement operates exactly like the one in PROC GLM. In this case PROC MIXED replaces bold upper X prime bold upper X and bold upper Z prime bold upper Z with bold upper X prime bold upper W bold upper X and bold upper Z prime bold upper W bold upper Z, where bold upper W is the diagonal weight matrix. If you specify a REPEATED statement, then the WEIGHT statement replaces bold upper R with bold upper L bold upper R bold upper L, where bold upper L is a diagonal matrix with elements bold upper W Superscript negative 1 slash 2. Observations with nonpositive or missing weights are not included in the PROC MIXED analysis.

If a computation in PROC MIXED 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, which with the WEIGHT statement 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