You should specify it correctly. A[rows,] means ALL columns of A, not just any number of them. See this simplified example:
proc iml;
/* use i.coeff;
read all var {...} into coeff;
print coeff;
*/
coeff = J(15,10,3);
row=NROW(coeff);
print row;
col=NCOL(coeff);
print col;
A_temp=J(row,col,0); *create zero matrix;
print A_temp;
Do i=1 TO row;
* does not work; *A_temp[i,]=coeff[i,(4:col)];
A_temp[i,1:col-3]=coeff[i,(4:col)];
END;
quit;