/white command for robust standard errors under heteroskedasticity

[SolarCat]

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?

[RW9]

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.

[SolarCat]

Thanks but that paper doesn't help. I googled for a while before asking
this question. 😞

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[Rick_SAS]

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.

[SolarCat · Accepted solution]

I apologize. I used a weight command, weighting by the square root of the variable, which removed all zero values. Thanks for your help!