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The WELCH option requests Welch's (1951) variance-weighted one-way ANOVA. This alternative to the usual analysis of variance for a one-way model is robust to the assumption of equal within-group variances. This option is ignored unless your MODEL statement specifies a simple one-way model.
Note that using the WELCH option merely produces one additional table consisting of Welch's ANOVA. It does not affect all of the other tests displayed by the ANOVA procedure, which still require the assumption of equal variance for exact validity.