I agree with @PGStats but wanted to point out that you don't have to specify libname when querrying dictionary.columns. e.g.:
proc sql; create table want as select name, libname, memname from dictionary.columns where upcase(name) in ('SEX','AGE') ; quit;
Art, CEO, AnalystFinder.com
Where do you get the variable names from that doesn't include what data they belong to? I mean you may find them per @PGStats solution, if you have setup libnames to them and they are datasets, however if you don't know your data, then those variables might point to CSV files, or databases or anything.