Thank you Rick for your comment, using FREQ instead of WEIGHT solved my problem.
There is still one thing that is not clear for me. In the article you say the followings:
1. "A frequency variable tells the procedure that there are more observations than there are rows in the data set. When you run a frequency analysis, your analysis should agree with the same analysis run on the "expanded data," which is the data set in which each row represents a single observation." 2. "In the regression context, if you use integer counts as weights, the parameter estimates are the same as when you use the counts for frequencies".
From 1 and 2 I have the parameter estimates with integer weights = parameter estimates with frequencies = parameter estimates for the "expanded data".
However, in my test case this clearly does NOT hold since some of my parameter estimates are different.
What could be the issue here? Thank you for your answer.
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