If you are reading multiple files that should contain similar data in terms of variable names, order, and type (numeric or character) you really really should not be using Proc Import. A major reason is that each call to proc import can result in different variable types and lengths. Which will make combining what is supposed to be similar data a nightmare with errors and/or truncated (i.e. LOST) data.
Not only that but anything related to "invalid data" you can add specific checks and much more meaningful information written to a report file at the time it is read.
One example is to use custom informats to read data that should be from a known list of values. Using the Proc format Other=_error_ option on an Invalue then any value that makes into your source data is treated as invalid data, writes an error message to the log and sets the value to missing. I use this frequently as I have a data source that constantly added SITE codes. This behavior warned me when a file included a new site so that I could contact the source to get all of the other metadata that would be required to make valid reports that included that site.
I would also say that routinely receiving lots of "invalid value conflicts" means that Proc Import may not be guessing the type of variable correctly to begin with and possibly means you are not using the correct options in Proc Import to begin with.
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