If you do not specify a REPEATED statement, the WEIGHT statement operates exactly like the one in PROC GLM. In this case PROC MIXED replaces and with and , where is the diagonal weight matrix. If you specify a REPEATED statement, then the WEIGHT statement replaces with , where is a diagonal matrix with elements . Observations with nonpositive or missing weights are not included in the PROC MIXED analysis.

If a computation in PROC MIXED involves , then the WEIGHT statement replaces with . For example, the covariance matrix for the observations usually have the form , which with the WEIGHT statement becomes