How to get ONLY the five maximum obs. within each month

[ZZB]

For each ID, it has year, month, and day observations. 

I want to get the five largest numbers within each month for each ID. How to get it?
I can use "proc sort; by ID year month obs" to rank the obs within each month, but I do not know how to get only the five largest numbers.

Thanks!

[Kurt_Bremser]

Sort

by id year month descending obs;

and then retrieve the first 5 observations

by id year month;

[ZZB]

Thanks! Any additional code to retrieve the first 5 observations? 

proc sort data=max2 obs=5;  /* it does not work */
by permno year month;
run;

[Kurt_Bremser · Accepted solution]

You have to do a count within each by group:

proc sort data=max2;
by permno year month descending obs;
run;

data want;
set max2;
by permno year month;
retain counter;
if first.month
then counter = 1;
else counter + 1;
if counter le 5;
drop counter;
run;

assuming that "obs" is a variable already present in the dataset. If you need to create that for each day, it can be done similar to the above code, or by using proc freq.