The main issues that I am seeing are that you did not identify the Hieght and Weight columns and that once you found the rows above or below 1 sigma, the values were not written back to the data table.
Here is a modification to your code that corrects those issues.
Names Default To Here( 1 );
Clear Globals();
dt = Open("$SAMPLE_DATA\Big Class.jmp");
mycol = J( N Rows( dt ), 1 );
list_col_names = dt << Get Column Names( String );
For( i = 4, i <= N Items( list_col_names ), i++,
cur_col = (list_col_names[i]);
If( Contains(cur_col,"ei") > 0,
mycol = dt << get as matrix( cur_col );
q25 = Quantile( 0.25, mycol );
q50 = Quantile( 0.50, mycol );
q75 = Quantile( 0.75, mycol );
mycol1 = ((mycol - q50) / ((q75 - q25) / 1.35));
For( r = 1, r <= N Rows( dt ), r++,
If(
mycol1[r] > 1, column(dt,cur_col)[r] = .,
mycol1[r] < -1, column(dt,cur_col)[r] = .
));
);
);
Jim