嗯，我知道的是在有循环语句以及有merge语句时，它是停留在第一个观测，直到循环完毕或是merge语句结束。例如：

You can add a couple of put statements to see what is going on. You can take a look SAS documents about the SAS internal loop for deep understanding.

78       data a;
79         do i=1 to 3;
80         output;
81         end;
82       run;

NOTE: The data set WORK.A has 3 observations and 1 variables.
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.00 seconds


83
84       data b;
85         put 'before set=' _N_=;
86         set a ;
87         put 'after set=' _N_=;
88       run;

before set=_N_=1
after set=_N_=1
before set=_N_=2
after set=_N_=2
before set=_N_=3
after set=_N_=3
before set=_N_=4
NOTE: There were 3 observations read from the data set WORK.A.
NOTE: The data set WORK.B has 3 observations and 1 variables.
NOTE: DATA statement used (Total process time):
      real time           0.01 seconds
      cpu time            0.01 seconds

这位大哥的意思我看出来时这样的：SET读取一个指针正指向的观测后，执行了PUT语句，那么指针指向下一个观测。 如果没有PUT语句呢？指针还指向下一个观测吗？

put statements are just for debugging on the third floor.no other purposes.

no, not debugging. just to see what is going on of the data step.