I've been using proc reg with the /white tag and i find it drops data points from the analysis. What is the reason for this?
I am no statistician, so can't help with the logic, however Google throws up a fair few papers on the subject:
https://support.sas.com/rnd/app/examples/ets/hetero/
For example.
PROC REG and other regression procedures drop observations for which any explanatory variable or response variable has a missing value. It only uses "complete cases": the set of observtions for which all variables in the model are nonmissing. See the doc section on "Missing Values" for more info.
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