How are you submitting your SAS code? Are you use Display Manager? SAS/Studio? Enterprise Guide?
What system encoding is set in your SAS session? Check the value of the ENCODING system option.
If you paste a literal mu character into the code file then the encoding used by that literal string has to match the encoding your SAS session is using. And since mu is not one of the 128 standard ASCII characters it might not even be available in the encoding you are using.
If you really did need to generate a RENAME statement or a LABEL statement using a character that is not supported by your SAS sessions encoding then you might want to use macro logic to help. So let's assume you need to generate mu in UTF-8 encoding. That would be 'CEBC'x. So you might do something like:
data _null_;
call symputx('mu','CEBC'x);
run;
data have;
input myvar ;
label myvar="(/&mu.L)";
cards;
2
2
0
0
;
proc print data=have label;
run;
Result
... View more