In reply to Mary Jane.

Yes, ^ means "NOT EQUAL". So the current WHERE clause gets observations where neither variable is missing.

It sounds like you want to add the average, which is
set MeanOut(where=(Armcd=" " & VisitNum^=.));
So the new code is

data Avg;
length Armcd $10.;
set MeanOut(where=(Armcd=" " & VisitNum^=.));
Armcd = "Average";
LowerSEM = Mean - SEM;
UpperSEM = Mean + SEM;
run;

data Want;
set Summary Avg;
run;

If you can't figure it out, post to the SAS Support Community and link to this article so people know what you are trying to do.