I want to do sample selection using one variable as weight. Which procedure can do this? It seems there is no "weight" option implented with proc surveyselect.
A PROC SURVEYSELECT example shows how to select a sample proportional to size. Make your weight variable the argument of the SIZE statement. If the range of weight is large, this example shows how to be sure some of the observations with relatively small weights have some probability of being selected.
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