WEIGHT variable;
The variable in the WEIGHT statement is used as a weight to perform a weighted analysis of the data. Observations that have nonpositive or missing weights are not included in the analysis. If you do not specify a WEIGHT statement, all observations that are used in the analysis are assigned a weight of 1.
The WEIGHT statement is not supported if you specify METHOD= NIPALS or METHOD=ITERGS in the PROC HPPRINCOMP statement.