Hello Arpit,
This is solution. I am not sure that I understood your intentions. If you have more letters involved A, B, C, D, E, ... etc. then the program have to be converted into a macro. First try to use this:
[pre]
data i;
input name $;
datalines;
A
AA
B
BB
C
CC
D
DD
run;
data a aa b bb c cc d dd;
set i;
S="S";
E="E";
if SUBSTR(name,1,2) = "A" then output a;
else if SUBSTR(name,1,2) = "AA" then output aa;
else if SUBSTR(name,1,2) = "B" then output b;
else if SUBSTR(name,1,2) = "BB" then output bb;
else if SUBSTR(name,1,2) = "C" then output c;
else if SUBSTR(name,1,2) = "CC" then output cc;
else if SUBSTR(name,1,2) = "D" then output d;
else if SUBSTR(name,1,2) = "DD" then output dd;
run;
[/pre]
Sincerely,
SPR