From time to time, I'll complain about the weirdness of SAS, the statistical analysis program of choice for much of the pharmaceutical industry. This post is one such complaint.
Why, oh why, does SAS not directly give us the asymptotic variance of the Mantel-Haenszel odds ratio estimate? It does, however, give the confidence interval. Though the default is a 95% confidence interval, by specifying alpha=31.4 in the TABLES statement in the FREQ procedure and using ODS output to get these values into a dataset, you can compute the asymptotic variance by either dividing the upper confidence limit by the Mantel-Haenszel odds ratio estimate, or dividing the MH estimate by the lower confidence limit (both should give the same answer). The point is, SAS has to compute the asymptotic variance to calculate the confidence interval, so why not just go ahead and display it? (Yes, I understand that the confidence interval is symmetric only on a log scale.)
Addendum: R doesn't either. Same story. Weird.