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Replacing them (or dealing with them in some other way) will have an effect.

Not replacing them (or dealing with them some other way) will also have an effect. :)

You want to do the thing that is mostly like to lead to unbiased estimates of the population parameters, whilst also giving you small standard errors.

If it's age that's missing, and older people are less likely to report their age, then if you don't deal with the missing data in some way you are going to have incorrect age estimates (and other things). That doesn't mean that there is a way to deal with them though.

If people don't give their age randomly, then you don't have as much of a problem - you'll get an unbiased estimate of age.

There is a large literature, and several books, on dealing with missing data (amazon.com/Applied-Missing-Analysis-Methodology-Sciences/dp/1606236393/ is my favorite). But it depends how far you want to go.

I should probably mention first that I am by no means a SPSS expert, but as far as I am aware this problem does not need to be 'fixed'. When using dummy coding in regression there needs to be a reference class in the analysis, however you can choose which variable to use as your reference category. These links might help: https://www.researchgate.net/post/Why_does_SPSS_exclude_certain_variables_from_a_regression http://www.theanalysisfactor.com/strategies-dummy-coding/

I've been advised by our IT folks not to upgrade to Big Sur because SPSS won't run.

I just tried opening SPSS v27 in a Big Sur mac. It beachballed and froze up. I tried a second time and it did open. I tried a t-test and the OK button was grayed out.

I agree with ericbrow—https://www.jamovi.org (and https://jasp-stats.org) are free, faster and easier to work with. I'd add that the learning curve is gentle and the output files are easier to work with...and, being HTML, can be shared with people that don't use Jamovi. Jasp has the advantage that you can edit the output to add your own notes. Oh, and there are great tutorial resources on their websites and on YouTube. Jamovi will allow you to add your own R script if you want to do something fancy. Jasp and Jamovi have a couple of features that the other lacks but the UIs are so similar that it's easy to switch from one to the other.

There are some things that SPSS does that Jasp/Jamovi won't do, I forget what they are now, but I know that don't use those features. There are couple of bugs in Jasp (sometimes graphs don't make it to the output on first export). I there's a limitation with Jamovi in that it doesn't like saving files in a cloud service (I think that was it). For the past 5 years, I've only ever opened SPSS when a colleague sends me an SPSS file.

You are running a linear regression. Missing values are deleted list wise and not pair wise. State the particular tests wanted. The function fitted does not cross the zero zero point. Score1 is the outcome. The approximation for the fit is done by iterating over how likely things are step by step..... you can find this book in previous editions free on the internet https://www.amazon.com/Pdq-Statistics-Third-Geoffrey-Norman/dp/1550092073#

You should get this and read it through to get a grasp of what, and when... https://www.amazon.com/Pdq-Statistics-Third-Geoffrey-Norman/dp/1550092073

Need to address the "not really sure part" because any suggestions here are without having seen the data nor checked the assumptions.