HI @billi_billi ,
I reached out to some experts in SAS R&D and they shared these resources.
First, some literature:
Valeri, L., and VanderWeele, T. J. (2013). “Mediation Analysis Allowing for Exposure-Mediator Interactions and Causal Interpretation: Theoretical Assumptions and Implementation with SAS and SPSS Macros.” Psychological Methods 18:137–150.
And then examples from the SAS documentation for CAUSALMED. There is also a SAS global forum paper that explains how to use the procedure:
Yung, Y.-F., Lamm, M., and Zhang, W. (2018). “Causal Mediation Analysis with the CAUSALMED Procedure.” In Proceedings of the SAS Global Forum 2018 Conference. Cary, NC: SAS Institute Inc.
For further questions, or even for help getting started, I suggest reaching out to SAS Technical Support.