We were able to use the SAS Local Data Provider 9.44 in Excel by using the Data Connection Wizard to access Data Link Properties and to read the sas7bdat data into Excel as a data source (see details on this at the bottom of this post).
However, following similar steps in Power BI lead to an error message because "the SAS Local Provider for OLE DB does not 'like' the GetOleDbSchemaTable method. (quote from SAS Technical support):
Text of error: "The 'SAS Local Data Provider 9.44' provider is not registered on the local machine."
I have submitted this as a support ticket to Microsof and I look forward to their response on how to get a supported connection to SAS files.
The next step is to find another way:
The best method I have found so far to read SAS files into Power BI is using R script:
1) Locate your SAS Data set files (you can download a sample set in ZIP format from: http://www.principlesofeconometrics.com/sas.htm)
2) Install R locally (I have been using R 3.3.2 from CRAN (https://cran.r-project.org/bin/windows/base/)
3) Install Power BI Desktop locally:
|Download Power BI Desktop from http://app.powerbi.com
4) Open Power BI, and first, set your version of R in Options and Settings:
|Close the Power BI Desktop dialog box
c. You should be able to select your installed R version from the Detected R home directories list and Detected R IDEs
5) Now, setup the data source for your Power BI solution:
Using a faster library: