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The GLM Procedure

Weighted Means

In previous releases, if you specified a WEIGHT statement and one or more of the multiple comparisons options, PROC GLM estimated the variance of the difference between weighted group means for group and as

     

where MSE is the (weighted) mean square for error and is the size of group . This variance is involved in all of the multiple-comparison methods. Beginning with SAS 6.12, the variance of the difference between weighted group means for group and is computed as

     

where is the sum of the weights for the observations in group .

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