The GLM Procedure

Weighted Means

If you specify a WEIGHT statement and one or more of the multiple comparisons options, the variance of the difference between weighted group means for group i and j is computed as

\[ \mbox{MSE}\times \left(\frac{1}{w_ i} + \frac{1}{w_ j}\right) \]

where $w_ i$ is the sum of the weights for the observations in group i.