To compute weighted covariances or correlations, specify the name of the weighting variable in a WEIGHT statement. This is often done when the error variance associated with each observation is different and the values of the weight variable are proportional to the reciprocals of the variances. You can use only one WEIGHT statement with each PROC CALIS statement. The WEIGHT and FREQ statements have a similar effect, except the WEIGHT statement does not alter the number of observations unless VARDEF=WGT or VARDEF=WDF. An observation is used in the analysis only if the WEIGHT variable is greater than 0 and is not missing.