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The MIXED Procedure

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 MIXED replaces X'X and Z'Z with X'WX and Z'WZ, where W is the diagonal weight matrix. If you specify a REPEATED statement, then the WEIGHT statement replaces R with LRL, where L is a diagonal matrix with elements W-1/2. Observations with nonpositive or missing weights are not included in the PROC MIXED analysis.

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