From my perspective, the question is unclear, however from the SET statement, it appears that there is a file to be replaced by adding new observations to that same file. But of course, the first time the file that is named in both the DATA and SET statement will not exist. Maybe this is the question?
If true, the SAS OPTIONS NODSNFERR; can be set. And if you have a BY statement to order the observations, you will also need to set NOVNFERR and NOBYERR, as well.
Scott Barry
SBBWorks, Inc.