Checking assumptions LMM and removing missing values in SPSS?

Hi everyone! I'm currently on my way to doing LMM for a study. I am currently trying to investigate the assumptions for a linear mixed model, but when trying to do a check for multicollinearity using regression, I get an error saying 'there are no valid cases found'. After a quick google I found out it could mean my dependent variable has too many missing values, and I'd probably need to remove all of them. Or does this mean something else is wrong?
If I need to remove all missing values, what is the quickest way to do it? It is quite a large dataset.

Thank you!