Question: I have some data that is highly skewed. I want to test whether the median of the data is different from 1, so I decided to use a Wilcoxon Signed Rank test. 

The description and implementation of this test in Stata and SAS is given here: 

<http://www.ats.ucla.edu/stat/sas/whatstat/whatstat.htm#1sampm>

<http://www.ats.ucla.edu/stat/stata/whatstat/whatstat.htm#1sampm>

There's no Z-Score reported in SAS, only an 'S' stat and a p-value. I need to report a statistic, but the 'S' stat reported by SAS looks like a variance or something. 

Is there something else going on here? I think both the SAS and Stata examples on this page use the same 'hsb2' dataset available from <http://www.ats.ucla.edu/stat/data/hsb2.sas7bdat> so the results should be the same.

Answer: 
You could see either (i) a straight [signed rank statistic](
In moderate to large samples, the z-value is more interpretable, but the p-value should be (about) the same in either case.
)$^{[1]}$, or (ii) a signed rank statistic which has been standardized by subtracting the mean and then dividing by the standard deviation under of the signed rank statistic the null hypothesis (yielding a z-value).

In moderate to large samples, the z-value is more interpretable, but the p-value should be (about) the same in either case.

The quantity S you're seeing is no doubt some version of the signed rank statistic; the z value is very likely the corresponding standardized version.

$[1]$ - which (ties aside) will take integer values, and for large samples they could be large numbers. In fact, there can also be several different statistics that might be presented as being the signed rank statistic, but (while different in value) are all reasonably simple to translate between, and all yield the same two-tailed p-value
First S is a test statistic, so you can report that. The reasons that people prefer z are 1) that it is more familiar and 2) that it is scaled (so that larger data sets don't have an almost automatically larger value.

Second, SAS gives a t-statistic (4.14 in the example) which can be used just like the z-statistic given by Stata (4.13 in the example). I am not sure why Stata gives z and SAS gives t, but it will only make a big difference with relatively small N.

So, actually (at least from the examples you posted) SAS gives more information.