Maxim 3: Know Your Data. You might have leading blanks in gender, which COMPRESS() will remove.
PS your code won't run anyway, the PROC SQL statement is missing the necessary semicolon.
So in Proc sql Compress() will work same as sas .??
Yes, if used in SAS SQL. If you use it in explicit pass-through, the syntax rules of the remote DBMS need to be observed.
Learn the difference between classical and Bayesian statistical approaches and see a few PROC examples to perform Bayesian analysis in this video.
Find more tutorials on the SAS Users YouTube channel.