When using macros you can get a lot more detail in the log by adding some options. The System options MPRINT SYMBOLGEN and MLOGIC will provide details about the code generated, the steps in building macro variable values and the comparisons in the macro logic.
You would submit code such as this to turn the options, run the code then turn the option off.
options mprint;
%winsorize(inset = have, outset = want, sortvar = region, vars = number, perc1 = 2.5, trim = 0);
options nomprint;
Now you will have more details in the log about the code generated.
I don't use this macro but the sort of message you get is typically the result of either not providing the correct option in one of the parameters or possibly an unexpected character in one of your parameters. I might suggest removing the space before the 2.5 in the macro call in case it is something other than an actual simple blank character which might happen when copy and pasting text from some sources. If that doesn't help then show us all the, yes it gets ugly, generated from the macro call that the MPRINT option creates. We may then suggest if SYMBOLGEN or MLOGIC may be needed.
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