So does this code, which uses PROC DATASETS to assign new labels to a variable (note that I did not want to relabel variables in SASHELP.CLASS, so I created WORK.NEWCLASS):
proc print data=newclass(obs=3) label;
ods pdf close;
I'm also not sure what you mean by "output this dataset to PDF" -- it seems to mean that you're using ODS PDF and PROC PRINT???? The Label statement and the LABEL option in PROC PRINT should be working. If you try the above code and you do not get labels in your PROC PRINT output, then I suggest you open a track with Tech Support for more in-depth help.