The QTRSELECT 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 QTRSELECT procedure uses each valid weight as the scale factor of its relevant observation. Let denote the design matrix before weights are used, and let denote the diagonal matrix whose diagonal elements are the weights. Then PROC QTRSELECT uses the weighted design matrix for its computation. For example, the weighted version of is but not .