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Reeza
Super User

I moved your post to the IML forum. 

 

I believe this post from Rick Wicklin on how to write a function or use built in function. 

Proc distance will also calculate the distance. 

 

http://blogs.sas.com/content/iml/2012/02/22/how-to-compute-mahalanobis-distance-in-sas.html