If the value of any one of the SAS variables involved in the model is missing from an observation, that observation is omitted from the analysis. If only the value of the dependent variable is missing, that observation has a predicted value calculated for it when you use an OUTPUT statement and specify the PREDICTED= option.

If an observation includes a missing value for one of the independent variables, both the predicted value and the residual value are missing for that observation. If the iterations fail to converge, the values for all variables named in the OUTPUT statement are set to missing.