ID  VA  VB  ... Vn      |       ID  VA  VB  ... Vn  |
1   a1  b1  ... n1      |       1   a1  X   ... n1  |
2   a2  b2  ... n2      |===    2   X   b2  ... X   |
3   a3  b3  ... n3      |===    3   a3  b3  ... n3  |
..................      |       ..................  |
N   aN  bN  ... nN      |       N   X   bN  ... nN  |

ID  VAR
1   a1
..
1   n1
2   b2
..
3   a3
3   b3
..
3   n3
..
N   bN
..
N   nN

data NEWa NEWb NEWc;
set OLDdataset;
array try[3] VA VB VC ;
if try[1] ne '.' then output NEWa;
if try[1] ne '.' then output NEWb;
if try[1] ne '.' then output NEWc;
run;

data NEW_i;                     <-------- "i" must be assigned
set OLDdataset;
array try[*] V: ;
do i=1 dim(try);
if try[i] ne '.' then output NEW_i; <---- "i" must be assigned
run;