You can specify a BY statement with PROC GLM to obtain separate analyses of observations in groups that are 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 you specify more than one BY statement, only the last one specified is used.
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 NOTSORTED or DESCENDING option 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 sort order for the levels of the classification variables might be affected if you also specify ORDER= DATA in the PROC GLM statement. This, in turn, affects specifications in the CONTRAST and ESTIMATE statements.
If you specify the BY statement, it must appear before the first RUN statement; otherwise, it is ignored. When you use a BY statement, the interactive features of PROC GLM are disabled.
When both the BY and ABSORB statements are used, observations must be sorted first by the variables in the BY statement, and then by the variables in the ABSORB statement.
For more information about BY-group processing, see the discussion in SAS Language Reference: Concepts. For more information about the DATASETS procedure, see the discussion in the Base SAS Procedures Guide.