Many model-selection routines in SAS enable you to split data by using the PARTITION statement. Examples include the "SELECT" procedures (GLMSELECT, QUANTSELECT, HPGENSELECT...) and the ADAPTIVEREG procedure.
If you want to create the data yourself, you use the DATA step to split the data randomly (which approximately preserves the proportion of 0/1), or you can use the GROUPS= option in the SURVEYSELECT procedure to specify the exact number of observations in each group.
Additional discussion and completely worked examples are available at "Create training, validation, and test data sets in SAS."
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