With SAS/IML software, you open a file for output by using the CREATE statement. You must explicitly set up all your variables with the correct attributes before you create a data set. This means that you must define character variables to have the desired length. Numeric variables are the default, so any variable not defined as character is assumed to be numeric. In the DATA step, the variable attributes are determined from context across the whole step.

With SAS/IML software, you must use an APPEND statement to output an observation; in the DATA step, you either use an OUTPUT statement or let the DATA step output each observation automatically.

With SAS/IML software, you iterate with a DO DATA loop. In the DATA step, the iterations are implied.

With SAS/IML software, you have to close the data set with a CLOSE statement. (However, PROC IML automatically closes all open data sets when the procedure exits.) The DATA step closes the data set automatically at the end of the step.

When reading or writing data, the DATA step usually executes faster than the equivalent operation in the SAS/IML language.