Can't prevent error text from echoing to the screen when using a try-catch block.

In the video Randy writes the code to instantiate a new database connection object ($db) as a member of the PDO class. He then places this code in a try-catch block. Finally, to force the code to throw an error, he purposely changes "host=localhost" to "host=brokenhost"

<?php

try {
    $db = new PDO("mysql:host=brokenhost;dbname=shirts4mike;port=3306","root","");
    //Troubleshooting code
    var_dump($db);
} catch (Exception $e) {
    echo "Could not connect to the database.";
    exit;
}

echo "Woo-hoo!";

My issue is that when Randy does this, only the "Could not.." string is echoed to the screen:

See his results

When I run the same code (except for the password string, which is empty), a warning is echoed to the screen before the "Could not..." string:

See my results

How can I keep this warning from echoing to the screen?

UPDATE: It seems that this behavior only happens when the "host=localhost" part of the connection string is incorrect, but I would still like to know how to keep that warning from echoing.