I still think that using arrays in a datastep would be your best solution but, based on the code offered by jh-ti-bw, here is one way that you could do it using a macro: %macro FIND_CLOSEST_VALUE(limOrDedOption,limorDedValue);   %let numOptions = %Sysfunc(Countw(&limOrDedOption.,%str( )));   limOrDedSetFlag = 'N';   /* probe of less or equal as the smallest value */   if &limOrDedValue. <= %Scan(&limOrDedOption., 1,%str( )) then do;     lwrVal = %Scan(&limOrDedOption., 1,%str( ));     uprVal = %Scan(&limOrDedOption., 1,%str( ));     limOrDedSetFlag = 'Y';   end;     /* probe of equal or greater as the highest value */   else if &limOrDedValue. >= %Scan(&limOrDedOption., -1,%str( )) then do;     lwrVal = %Scan(&limOrDedOption., -1,%str( ));     uprVal = %Scan(&limOrDedOption., -1,%str( ));     limOrDedSetFlag = 'Y';   end;   else do;     /* the value must be between 2 values or equal a value of the list*/     %do curLimOrDed = 2 %to &numOptions.;       if limOrDedSetFlag = 'N' THEN DO;         lwrVal =%Scan(&limOrDedOption., %eval(&curLimOrDed. - 1));         uprVal =%Scan(&limOrDedOption., &curLimOrDed.);         IF (lwrval <= &limOrDedValue.) and (&limOrDedValue.) <= uprVal THEN          limOrDedSetFlag = 'Y';       end;     %end;   end;     if lwrVal eq uprVal then closest=lwrVal;   else do;     if &limOrDedValue.+(uprVal-lwrVal)/2 gt uprVal      then closest=uprVal;     else closest=lwrVal;   end;   drop lwrVal uprVal limOrDedSetFlag; %mend FIND_CLOSEST_VALUE;   /* usage */ data test;   input testvalue1 testvalue2;   cards; 34000    20 249000   24 249999   25 250000   26 250001   30 251000   31 340000   35 1400000  40 2400000  44 ; data want;   set test;   %FIND_CLOSEST_VALUE(200000 300000 500000 1000000 2000000, testValue1);   closest1=closest;   %FIND_CLOSEST_VALUE(15 20 22 24 26 28 30 32 34 36 38 41, testValue2);   closest2=closest;   drop closest; run; ... View more