The ENTROPY Procedure (Experimental)

WEIGHT Statement

  • WEIGHT variable;

The WEIGHT statement specifies a variable to supply weighting values to use for each observation in estimating parameters.

If the weight of an observation is nonpositive, that observation is not used for the estimation. Variable must be a numeric variable in the input data set. The regressors and the dependent variables are multiplied by the square root of the weight variable to form the weighted $\mb{X}$ matrix and the weighted dependent variable. The same weight is used for all MODEL statements.