The WEIGHT statement specifies the weight variable for the observations. It is one of the subsidiary group specification statements. You can use the WEIGHT statement no more than once within the scope of each GROUP statement or the PROC CALIS statement.

Weighting 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. 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.