Mario,

M> With ParamCheck set to False, the error code is now -206 Column unknown.
M> I have also tried to run it with all statements between the begin and
M> end keywords temporarily removed and with ParamCheck set to True. In
M> that last case, it crashes on the last line: -104 Token unknown - line
M> 5,char -1 End'.

M> as in:

>> Transaction.StartTransaction;
>> SQL.Clear;
>> SQL.Add('ALTER PROCEDURE GETSTDDEV(FIRSTDATE TIMESTAMP)');
>> SQL.Add('RETURNS(AVGINDEX REAL,COUNTINDEX INTEGER,STDDEV REAL)');
>> SQL.Add('AS');
>> SQL.Add('Begin');
>> SQL.Add('End');
>> ExecQuery;
>> Transaction.Commit;

we are getting off-topic; and, I am late in this thread so I don't
know what components you are using (perhaps UIB?). Since the statement
itself looks OK, I suggest you to take this one to the appropriate
support forum for the components you are using.

Ciao
--
Nando Dessena
http://www.flamerobin.org