02-11-2016 02:59 PM
I am trying to find the weighted average of group of returns. I want to weight based on another column value (account value). I'm having trouble figuring out how to do this, and any help would be appreciated.
02-11-2016 03:23 PM
Look at PROC MEANS and the WEIGHT statement.
In certain cases you may want PROC SURVEYMEANS depending on how complex your weighting is and if you need the standard deviations.