The STDDEV= option in the COXREG statement is the assumed standard deviation of the predictor being tested---that is, your best guess of the true standard deviation of this predictor's sampling distribution under the same conditions as expected in the study you're planning. This isn't the same as the standard error of a coefficient estimate, just a simple property of the predictor variable itself as it would be sampled (or perhaps taking on values that you control yourself) in your planned study.   I'd also like to point out that the original question in this thread didn't specify what kind of data analysis is being planned, and it could just as easily pertain to the TWOSAMPLESURVIVAL statement in PROC POWER if you're planning a logrank test rather than a Cox proportional hazards regression. These are two scenarios in which PROC POWER supports the calculation of power for a survival analysis given alpha, hazard ratio, and number of events. ... View more