There.is.no.observation.zero.in.a.SAS.dataset. Never.
You only can do that:
data want;
set have;
retain counter;
if _n_ = 1
then do;
counter = 1;
output;
counter = 0;
* set values for your "0" observation;
output;
counter = 1;
end;
else do;
counter + 1;
output;
end;
run;
proc sort data=want;
by counter;
run;
This creates a virtual obs 0, but be aware that any sort other than by counter will move that "zero obs" to another place.
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