SQL will give you the cartesian product, while the data step will give you as many records for a given by value as were present in one of the input datasets.
dataset a has 2 records for x = 1, while dataset b has 3.
SQL (join on a.x = b.x) will give you six records (all combinations), the data step merge (by x; with if a or b;) 3.
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Learn the difference between classical and Bayesian statistical approaches and see a few PROC examples to perform Bayesian analysis in this video.
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