CNTSELECT Procedure

WEIGHT Statement

  • WEIGHT variable </ option>;

The WEIGHT statement specifies a variable to supply weighting values to use for each observation in estimating parameters. The log likelihood for each observation is multiplied by the corresponding weight variable value.

If the weight of an observation is nonpositive, that observation is not used in the estimation.

The following option can be added to the WEIGHT statement after a slash (/):

NONORMALIZE

does not normalize the weights. (By default, the weights are normalized so that they add up to the actual sample size. The weights w Subscript i are normalized by multiplying them by StartFraction n Over sigma-summation Underscript i equals 1 Overscript n Endscripts w Subscript i Baseline EndFraction, where n is the sample size.) If the weights are required to be used as they are, then specify the NONORMALIZE option.

The WEIGHT statement is not compatible with panel models that you specify by using the ERRORCOMP= option. For information about combining the WEIGHT statement with the BAYES statement, see the section Bayesian Analysis with Weighted Likelihoods.

Last updated: July 09, 2026