除非有某个表非常大，否则还是set比较方便
楼主的要求可以用宏

Yes. In this case, it is better to use set statement.

data t1 t2 t3 t4;
   n=ranuni(0)*10;
   do i=1 to n;
      output;
   end;
run;

proc sql print;
  select memname into: dnslist separated by ' ' from dictionary.tables
  where libname='WORK' and memname 'T%';
  %put &dnslist;
  quit;

  data all;
     set &dnslist;
  run;
      
   

%macro data;
data all;
set %do j=1 %to 4; data&j. %end;;/*注意此处有两个分号，而%end前没有分号，set可以换成merge等*/
run;
%mend data;

In this case using 'set' is better.

Here is the reasons.

Set open N data sets once.

Append needs to kick off N times 'append procedure' which may result in taking much more time.

用SET做了一下，谢谢大家的回复了