The HPMIXED Procedure

WEIGHT Statement

WEIGHT variable ;

The WEIGHT statement replaces $\bR $ with $\bW ^{-1/2}\bR \bW ^{-1/2}$, where $\bW $ is a diagonal matrix containing the weights. Observations with nonpositive or missing weights are not included in the resulting PROC HPMIXED analysis. If a WEIGHT statement is not included, all observations used in the analysis are assigned a weight of 1.

If a computation in PROC MIXED involves $\bR $, then the WEIGHT statement replaces $\bR $ with $\bW ^{-1/2} \bR \bW ^{-1/2}$. For example, the covariance matrix $\bV $ for the observations usually have the form $\bV = \mb {ZGZ}’ + \bR $; therefore, with the WEIGHT statement, this becomes $\bV = \mb {ZGZ}’ + \bW ^{-1/2} \bR \bW ^{-1/2}.$