The BTL Procedure (Experimental)

WEIGHT Statement

WEIGHT variable ;

If you do not specify a REPEATED statement, the WEIGHT statement operates exactly like the one in PROC GLM. In this case PROC BTL replaces $\mb {X’X} $ and $\mb {Z’Z} $ with $\mb {X’WX} $ and $\mb {Z’WZ} $, where $\mb {W} $ is the diagonal weight matrix. If you specify a REPEATED statement, then the WEIGHT statement replaces $\bR $ with $\mb {LRL} $, where $\mb {L} $ is a diagonal matrix with elements $\mb {W} ^{-1/2}$. Observations with nonpositive or missing weights are not included in the PROC BTL analysis.