However, you can ..., concatenate with it,...

i don't see how to do that, this is what i tried:

27 proc iml;
NOTE: IML Ready
28 a = {};
29 b = {1};
30 c = a || b;
31 print a, b, c;
ERROR: Matrix a has not been set to a value.

statement : PRINT at line 31 column 1
32 quit;
NOTE: Exiting IML.