The PCA Procedure

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 a WEIGHT statement is not included, all observations that are used in the analysis are assigned a weight of 1.

The WEIGHT statement is not supported if you specify METHOD=ITERGS, METHOD=NIPALS, or METHOD=RANDOM in the PROC PCA statement.