If for the younger study participants the scores are always zero, but for older participants scores are not zero, then the regression will report a linear association that demonstrates how the zero scores differ from the non-zero scores in relation to Y. Once the sub-sample with zero scores are removed, the results will change because the zero scores no longer influence the coefficient estimates.
Consider the following example with three variables, Y (the dependent), age, and X (the predictor).
+---------------+
| y age x |
|---------------|
1. | 22 7 23 |
2. | 19 8 34 |
3. | 15 7 43 |
4. | 14 8 45 |
5. | 10 9 20 |
|---------------|
6. | 14 9 19 |
7. | 15 10 22 |
8. | 19 7 19 |
9. | 20 10 20 |
10. | 10 8 33 |
|---------------|
11. | 1 4 0 |
12. | 2 4 0 |
13. | 3 5 0 |
14. | 4 5 0 |
15. | 5 6 0 |
|---------------|
16. | 6 6 0 |
17. | 7 4 0 |
18. | 8 5 0 |
19. | 9 6 0 |
20. | 10 4 0 |
+---------------+
Below the regression results show that X is a significant predictor of Y. It seems that as X increases, so too does Y (b = .285).
. reg y x
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | .2825379 .0665803 4.24 0.000 .1426579 .4224178
_cons | 6.722723 1.384966 4.85 0.000 3.813018 9.632428
------------------------------------------------------------------------------
A scatterplot helps reveal what is happening with these data.
Note from this scatterplot the regression line shows a positive relation. This relation demonstrates how predicted Y changes across the range of X, starting at a score of zero.
If scores for younger participants are removed, those 6 and under in this example, the relation between X and Y changes. Below are the regression results and scatterplot with younger participants removed.
. reg y x if age>6
------------------------------------------------------------------------------
y | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x | -.0847018 .1399157 -0.61 0.562 -.407348 .2379444
_cons | 18.15471 4.115996 4.41 0.002 8.663207 27.64621
------------------------------------------------------------------------------
As these results show, the nature of the relation changes dramatically once the sub-sample with X scores of zero are removed. It is likely you data are behaving much like this example.