The following statements create and print a data set with the weighted variance and
weighted standard deviation of each observation. The DATA step combines the output
data set that contains the variance and the standard deviation from the weighted analysis
with the original data set. The variance of each observation is computed by dividing
Est_SigmaSq (the estimate of
σ
2
from the weighted analysis when VARDEF=DF) by
each observation's weight (Precision). The standard deviation of each observation is
computed by dividing Est_Sigma (the estimate of
σ
from the weighted analysis when
VARDEF=DF) by the square root of each observation's weight (Precision). ...
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month, and much more.