The COALESCE function is employed to pick the first non-missing value in a list of variables. In other words, it returns the first non-blank value of each row.
Let’s produce a sample dataset in SAS to know how COALESCE perform.
Example:
data temp ;
input roll_no a1-a4;
cards;12 . 98 52 .
23 79 . 67 .
14 90 82 88 85
;run;
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Output:

- COALESCE : First Non-Missing Value
data exam;
set temp ;
first_non_miss_val = coalesce ( of a1 - a4);
run;
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If you examine the output shown within the image below, you’d realize COALESCE returns 98 in first observation which is the first non-missing value among a1 = ., a2 = 98, a3 = 52, a4 =.

- COALESCE : Last Non-Missing Value
Let us suppose you want to find out last non-missing value instead of first. For that, there is no such function available which will return last non-missing value but to achieve that we can reverse the list of variables and calculate the first non-missing value which would be equivalent to last non-missing value. Indirectly, we are considering to evaluate variables from right to left instead of left to right.
data exam;
set temp ;
last_non_miss_val = coalesce ( of a4-a1);
run;
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Output:

Note: coalesce(of a4-a1) is equivalent to coalesce(a4, a3, a2, a1).