Which option selects all columns from a dataset in a PROC SQL statement?

The option that selects all columns from a dataset in a PROC SQL statement is the one that uses the asterisk (*) symbol after the SELECT keyword. This notation is a standard SQL syntax utilized to pull every column from the specified dataset. When you write "SELECT * FROM dataset," it tells SQL to include all fields present in that dataset in the output.

Using the asterisk eliminates the need to explicitly write out every column name, which can be especially convenient for datasets with many columns. This method streamlines the code and enhances readability, making it a preferred technique among SAS users when the goal is to retrieve all columns without any filtering.

Other options do not follow the correct SQL syntax for selecting all columns. For instance, "SELECT ALL FROM dataset" and "SELECT dataset *;" are incorrect constructions not recognized by SQL. Similarly, "SELECT dataset FROM *;" also does not conform to standard SQL syntax. Therefore, focusing on the correct format demonstrated in the first choice is essential for executing successful SQL queries in PROC SQL.