that is a pretty good question

Thank you. I am waiting it to optimize my codes, otherwise I will use a long if else statment.

抛个砖：

data test;
  set test;

  array tmp (*) companya--companyd;
  max=tmp(1);maxi=1;
  do i=2 to dim(tmp);
      if tmp(i)>max then do; max=tmp(i); maxi=i; end;
  end;
  bestcompany=vname(tmp(maxi));
  put bestcompany=;

run;

改进了一点儿：
data test;
  input Date $   CompanyA CompanyB CompanyC CompanyD ;
  cards;
2013-1-1 200  125 99 101
2013-1-2 100  125 99 101
2013-1-3 200  125 99 301
2013-1-4 200  125 200 101
2013-1-5 200  200 200 200
;

data want;
    set test;
        length bestcompany $200;

        array tmp (*) companya--companyd;
        max=max(of companya--companyd);
        do i=1 to dim(tmp);
              if tmp(i)=max then bestcompany=catx(",",bestcompany,vname(tmp(i)));
        end;
        put _n_  bestcompany=;
run;

这个用excel函数挺好解决的。