Final answer:
Syntax errors in the DATA step are checked during the compilation phase, which is before the code is executed.
Step-by-step explanation:
The DATA step in programming languages like SAS checks for syntax errors during the compilation phase. The compilation phase is the initial stage where the code is transformed from high-level source code into a form that can be executed by the computer.
During this phase, the program code is scanned for syntax correctness, and any errors are reported before the code can be run. If the syntax is correct, the program will move to the execution phase where the actual processing of data takes place.