Hi:
According to the SURVEYSELECT doc, you can
"....can perform stratified sampling, selecting samples independently within the specified strata, or nonoverlapping subgroups of the survey population. "
If reading the documentation doesn't help, then you may want to search for papers about PROC SURVEYSELECT. Or, if your data are not survey-based, you may wish to investigate other techniques to randomly select observations. Tech Support can help you figure out the best technique to use.
To send a question to Tech Support, go to
http://support.sas.com/ and in the left-hand navigation pane, click on the link entitled "Submit a Problem".
cynthia