@PGStats @KurtBremser and other experts Similar to the example in my original post in this session, I am trying to join the following 4 datasets and form a new dataset reit_etf_panel reit_etf_framel liq ff reit_etf The code is like below: proc sql noprint; create table reit_etf_panel as select reit_etf_framel.*, DATEliq, PS_LEVEL, PS_INNOV, PS_VWF, dateff, mktrf, smb, hml, rf, umd, datereit, SHRCD, SICCD, TICKER, COMNAM, SHRCLS, PERMCO, CUSIP, PRC, VOL, RET, SHROUT, ALTPRC, SPREAD, RETX, vwretd, vwretx, ewretd, ewretx, sprtrn from reit_etf_framel natural left join liq natural left join ff left join reit_etf on reit_etf_framel.PERMNOYm=reit_etf.PERMNOYm order by PERMNOYm; quit; Everything is ok but with one problem that, as you can see, in reit_etf_panel, from line 325 to 336 there are missing values for those variables from both ff and liq. Actually, the problem exists for the last year (i.e. from 201301 to 201312) for each PERMNO. Can you help me to check what is the reason and how to deal with it? Thanks.
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