Possibly the SAS/STAT component was not installed with SAS Base? Are you sure you are licensed for SAS/STAT?
Try to find your "install" file within your SAS install directory, if SAS is on your local system. For SAS 9, it should be a text-format file, possibly named sas91_*.txt (where "*" is a numeric suffix). In this file, I find comp1=, comp2= statements.
And, I cannot remember if there is a DICTIONARY table with info about the installed components - that info escapes me, if if it does exist - I searched and could find no reference on the SAS support website http://support/sas.com/
Thanks! I'm not sure how I managed to get through 9 months without needing it or noticing it, but indeed I only had SAS BASE installed. When I entered the installation disc again I was able to add the other packages. Thanks for your help!