NOTE: 2767319 observations were deleted due either to missing or invalid values for the entry,
time, censoring, frequency, offset or explanatory variables or to invalid operations in
generating the values for some of the explanatory variables.
ERROR: There are no valid observations for the analysis.
This is a different message than in your original post.
This message means, most likely, that you have a variable in the model for PROC PHREG that is always missing. Look at your data to see what is in there.
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