The HPQLIM Procedure

WEIGHT Statement

  • WEIGHT variable </ option>;

The WEIGHT statement specifies a variable that supplies weighting values to use for each observation in estimating parameters. The log likelihood for each observation is multiplied by the corresponding weight variable value.

If the weight of an observation is nonpositive, that observation is not used in the estimation.

You can add the following option after a slash (/):

NONORMALIZE

specifies that the weights must be used as is. When this option is not specified, the weights are normalized so that they add up to the actual sample size. Weights $w_ i$ are normalized by multiplying them by $\frac{n}{\sum _{i=1}^ nw_ i}$, where n is the sample size.