The HPMIXED Procedure

WEIGHT Statement

WEIGHT variable ;

The WEIGHT statement replaces $\bR$ with $\bW ^{-1/2}\bR \bW ^{-1/2}$ , where $\bW$ 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 MIXED involves $\bR$ , then the WEIGHT statement replaces $\bR$ with $\bW ^{-1/2} \bR \bW ^{-1/2}$ . For example, the covariance matrix $\bV$ for the observations usually have the form $\bV = \mb {ZGZ}’ + \bR$ ; therefore, with the WEIGHT statement, this becomes $\bV = \mb {ZGZ}’ + \bW ^{-1/2} \bR \bW ^{-1/2}.$

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