The ROBUSTREG Procedure

The WEIGHT statement specifies a weight variable in the input data set.

If you want to use fixed weights for each observation in the input data set, place the weights in a variable in the data set and specify the name in a WEIGHT statement. The values of the WEIGHT variable can be nonintegral and are not truncated. Observations that have nonpositive or missing values for the weight variable do not contribute to the fit of the model.