WEIGHT Subcommand (WLS command)

WEIGHT specifies the variable containing the weights to be used in weighting the cases. WEIGHT is an alternative to computing the weights using the SOURCE and DELTA subcommands. If a variable containing weights is specified, the output includes the regression coefficients, log-likelihood function, and summary regression statistics such as R, R 2, adjusted R 2, standard errors, analysis of variance, and t tests of the coefficients. Since no new weights are computed, no new variable is created.

  • The only specification on WEIGHT is the name of the variable containing the weights. Typically, WGT variables from previous WLS procedures are used.
  • Only one variable can be specified.

Example

WLS VARIABLES = SHARES WITH PRICE
  /WEIGHT=WGT_1.
  • This WLS command uses the weights contained in variable WGT_1 to weight cases.