|The GLM Procedure|
You can specify a BY statement with PROC GLM to obtain separate analyses on observations in groups defined by the BY variables. When a BY statement appears, the procedure expects the input data set to be sorted in order of the BY variables.
If your input data set is not sorted in ascending order, use one of the following alternatives:
Sort the data by using the SORT procedure with a similar BY statement.
Specify the BY statement option NOTSORTED or DESCENDING in the BY statement for the GLM procedure. The NOTSORTED option does not mean that the data are unsorted but rather that the data are arranged in groups (according to values of the BY variables) and that these groups are not necessarily in alphabetical or increasing numeric order.
Create an index on the BY variables by using the DATASETS procedure (in Base SAS software).
Since sorting the data changes the order in which PROC GLM reads observations, the sorting order for the levels of the classification variables might be affected if you have also specified ORDER=DATA in the PROC GLM statement. This, in turn, affects specifications in CONTRAST and ESTIMATE statements.
For more information about the BY statement, see the discussion in SAS Language Reference: Concepts. For more information about the DATASETS procedure, see the discussion in the Base SAS Procedures Guide.