Thanks for the very instructive posting. Is there any reason why observation counts specified with the FREQ variable need to be integers? And is there any way to bypass this restriction?

For example, suppose I observe colors and I know that there is 60% chance that the observed color was red, and a 40% chance that it was green. I might then want to encode this uncertainty by encoding the single observation as two rows: a "red" row with FREQ-value 0.6 and a "green" row with FREQ-value 0.4. I cannot do that with the FREQ statement because of the integer restriction. But can I do it with the WEIGHT statement instead, if I am only interested in the parameter estimates, even though I cannot trust the other reported statistics then? And will it work for all distributions and procedures that use maximum-likelihood optimation (eg, GENMOD / GLIMMIX), or only some of them? or is there a better way of achieving the same result?