I think it's possible to obtain the restructured dataset within a single data step. However, it depends on the handling of special cases, as to how complicated this data step will be: Vx_Date=Vy_Date (for x not equal to y) Vx_Date=Start_date Vx_Date=End_date   That said, it is possibly not even necessary to create the time-varying Vx_State variables (which I assume would be used as covariates in your Cox regression model) the way you suggested. Are you aware of PROC PHREG's capabilities for handling time-dependent covariates? (I wasn't when I was "new to SAS.") You could have a look at Example 64.6 Model Using Time-Dependent Explanatory Variables in the online doc.   As you can see there, PROC PHREG allows for IF-THEN statements, which make the definition of time-dependent binary indicators like your Vx_State variables fairly easy. ... View more