Proc PHREG works fine in SAS Studio University Edition for me - either you're doing something wrong or there's something wrong with your version.
Without your data and your error there's nothing more to tell you.
Here's the data from the documentation, see if it works for you.
proc format;
value yesno
0 = 'no'
10 = 'yes'
;
run;
data VALung;
drop check m;
retain Therapy Cell;
infile cards column=column;
length Check $ 1;
label Time='time to death in days'
Kps='Karnofsky performance scale'
Duration='months from diagnosis to randomization'
Age='age in years'
Prior='prior therapy'
Cell='cell type'
Therapy='type of treatment';
format Prior yesno.;
M=Column;
input Check $ @@;
if M>Column then M=1;
if Check='s'|Check='t' then do;
input @M Therapy $ Cell $;
delete;
end;
else do;
input @M Time Kps Duration Age Prior @@;
Status=(Time>0);
Time=abs(Time);
end;
datalines;
standard squamous
72 60 7 69 0 411 70 5 64 10 228 60 3 38 0 126 60 9 63 10
118 70 11 65 10 10 20 5 49 0 82 40 10 69 10 110 80 29 68 0
314 50 18 43 0 -100 70 6 70 0 42 60 4 81 0 8 40 58 63 10
144 30 4 63 0 -25 80 9 52 10 11 70 11 48 10
standard small
30 60 3 61 0 384 60 9 42 0 4 40 2 35 0 54 80 4 63 10
13 60 4 56 0 -123 40 3 55 0 -97 60 5 67 0 153 60 14 63 10
59 30 2 65 0 117 80 3 46 0 16 30 4 53 10 151 50 12 69 0
22 60 4 68 0 56 80 12 43 10 21 40 2 55 10 18 20 15 42 0
139 80 2 64 0 20 30 5 65 0 31 75 3 65 0 52 70 2 55 0
287 60 25 66 10 18 30 4 60 0 51 60 1 67 0 122 80 28 53 0
27 60 8 62 0 54 70 1 67 0 7 50 7 72 0 63 50 11 48 0
392 40 4 68 0 10 40 23 67 10
standard adeno
8 20 19 61 10 92 70 10 60 0 35 40 6 62 0 117 80 2 38 0
132 80 5 50 0 12 50 4 63 10 162 80 5 64 0 3 30 3 43 0
95 80 4 34 0
standard large
177 50 16 66 10 162 80 5 62 0 216 50 15 52 0 553 70 2 47 0
278 60 12 63 0 12 40 12 68 10 260 80 5 45 0 200 80 12 41 10
156 70 2 66 0 -182 90 2 62 0 143 90 8 60 0 105 80 11 66 0
103 80 5 38 0 250 70 8 53 10 100 60 13 37 10
test squamous
999 90 12 54 10 112 80 6 60 0 -87 80 3 48 0 -231 50 8 52 10
242 50 1 70 0 991 70 7 50 10 111 70 3 62 0 1 20 21 65 10
587 60 3 58 0 389 90 2 62 0 33 30 6 64 0 25 20 36 63 0
357 70 13 58 0 467 90 2 64 0 201 80 28 52 10 1 50 7 35 0
30 70 11 63 0 44 60 13 70 10 283 90 2 51 0 15 50 13 40 10
test small
25 30 2 69 0 -103 70 22 36 10 21 20 4 71 0 13 30 2 62 0
87 60 2 60 0 2 40 36 44 10 20 30 9 54 10 7 20 11 66 0
24 60 8 49 0 99 70 3 72 0 8 80 2 68 0 99 85 4 62 0
61 70 2 71 0 25 70 2 70 0 95 70 1 61 0 80 50 17 71 0
51 30 87 59 10 29 40 8 67 0
test adeno
24 40 2 60 0 18 40 5 69 10 -83 99 3 57 0 31 80 3 39 0
51 60 5 62 0 90 60 22 50 10 52 60 3 43 0 73 60 3 70 0
8 50 5 66 0 36 70 8 61 0 48 10 4 81 0 7 40 4 58 0
140 70 3 63 0 186 90 3 60 0 84 80 4 62 10 19 50 10 42 0
45 40 3 69 0 80 40 4 63 0
test large
52 60 4 45 0 164 70 15 68 10 19 30 4 39 10 53 60 12 66 0
15 30 5 63 0 43 60 11 49 10 340 80 10 64 10 133 75 1 65 0
111 60 5 64 0 231 70 18 67 10 378 80 4 65 0 49 30 3 37 0
;
proc phreg data=VALung;
class Prior(ref='no') Cell(ref='large') Therapy(ref='standard');
model Time*Status(0) = Kps Duration Age Cell Prior|Therapy;
run;
