In reply to Rick Wicklin.

Thank you Rick! From the GLM article, it claims that the weight statement changes the equation for the Beta coefficients. In the PROC LOGISTIC weight documentation, it claims "each observation in the input data set is weighted by the value of the WEIGHT variable" which I interpreted as each independent variable for a given observation is multiplied by the weight value of the respective observation. Perhaps they are the same (I apologize as I haven't gotten the chance to prove it for myself yet) but I am just wondering which interpretation is correct and if it is the latter, how does the weight multiplication handle categorical variables?

Many thanks,
Kevin Bai