The GLM Procedure

Missing Values

For an analysis involving one dependent variable, PROC GLM uses an observation if values are nonmissing for that dependent variable and all the classification variables.

For an analysis involving multiple dependent variables without the MANOVA or REPEATED statement, or without the MANOVA option in the PROC GLM statement, a missing value in one dependent variable does not eliminate the observation from the analysis of other nonmissing dependent variables. On the other hand, for an analysis with the MANOVA or REPEATED statement, or with the MANOVA option in the PROC GLM statement, PROC GLM uses an observation if values are nonmissing for all dependent variables and all the variables used in independent effects.

During processing, the GLM procedure groups the dependent variables by their pattern of missing values across observations so that sums and crossproducts can be collected in the most efficient manner.

If your data have different patterns of missing values among the dependent variables, interactivity is disabled. This can occur when some of the variables in your data set have missing values and either of the following conditions obtain:

  • You do not use the MANOVA option in the PROC GLM statement.

  • You do not use a MANOVA or REPEATED statement before the first RUN statement.

Note that the REG procedure handles missing values differently in this case; see ChapterĀ 97: The REG Procedure, for more information.