Are all the columns you are using in joins indexed? I am not sure if the SAS query optimiser is clever enough to create temporary indexes for the query. Joining these tables without an index will be very slow, particularly if the rows are very wide (lots of big columns). You can find out how the query is working with the PROC SQL _METHOD option. See http://www2.sas.com/proceedings/sugi30/101-30.pdf for more information about this option.
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