Many SAS procedures add the variables from the input data set when an observationwise output data set is created. The assumption of high-performance analytics procedures is that the input data sets can be large and can contain many variables. For performance reasons, the OUT= data set contains the following:
new variables that are explicitly created for the OUT= data set
variables that are listed in the ID statement
The new variables that are created for the OUT= data set contain the canonical variable scores. You determine the number of new variables by using the NCAN= option. The names of the new variables are formed as they are for the PREFIX= option. The new variables have means equal to 0 and pooled within-class variances equal to 1.