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