The QTRSELECT Procedure
WEIGHT Statement
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. The values of the WEIGHT variable can be nonintegral and are not truncated. When you omit the WEIGHT statement, 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 
.