This worked perfectly -- I thought I'd tried something like this, but apparently, messed something up in the attempt. Thanks very much. ... View more

Here is how I read in this particular data file - &MCMCfile, and recl are macro variables set earlier in the program. Note I'm using recfm=N - but I explicitly set the linesize, which 'forces' records (i.e., splits the big string into discrete lines):     data MCMC; infile &MCMCfile linesize=&recl recfm=N; input buffer1 RB4. Chain1 RB8. Chain2 RB8. Chain3 RB8. buffer2 RB4.; drop buffer1 buffer2;   Each line (record) contains output from an MCMC sampler at each step (so, same number of 'variables' per line, different values for each variable).    As per OP, the following 2-step procedure works: (i) pull in the big binary file (into a data set I call MCMC), then (ii) subset it, keeping everynth record. For step (ii), I simply use the following (as one of a couple of approaches that probably would work), where thin is a macro variable I set earlier in the program.    *************************** * thin the data set.... * ***************************; data MCMC; do point = &thin to nobs by &thin; set MCMC point=point nobs=nobs; output; end; stop;   This works fine, but as per OP, seems annoyingly inefficient, since I'm basically taking 2 steps for something I'd like to do in 1 step (during the infile stage).      ... View more

Neat, except it doesn't work with binary files -- following from the log:   The '/' INPUT/PUT statement option is inconsistent with binary mode I/O. The execution of the DATA STEP is being terminated. ... View more