Good question, for a continuous treatment variable the natural direct effect (NDE) and natural indirect effect (NIE) estimates will depend on what levels are used for the treatment-to-control comparison. How the treatment and control levels are determined is discussed in the section "Default Settings of Treatment and Control Levels" in the documentation for PROC CAUSALMED
https://go.documentation.sas.com/?docsetId=statug&docsetTarget=statug_causalmed_details07.htm&docsetVersion=15.1&locale=en#statug_causalmed002632
For a continuous treatment, the default uses the mean of the treatment variable plus 0.5 as the treatment level, and the mean minus 0.5 as the control level. You can use the EVALUATE statement in PROC CAUSALMED to request the analysis at different levels. For example, if you use the data set in the “Getting Started” example for PROC CAUSALMED the following code will produce three effect summary tables, one at the default comparison levels and two more for the comparisons specified in the EVALUATE statements.
proc causalmed data=Cognitive;
model CogPerform = Encourage Motivation;
mediator Motivation = Encourage;
covar FamSize SocStatus;
evaluate 'Same as default' _treatment=34.916 _control=33.916;
evaluate 'Different than default' _treatment=35.916 _control=32.916;
run;
After using PROC MEANS to get the mean of the treatment variable, I set the levels in the “Same as default” comparison so that it should match the default values. The effect summary for the “Different than default” comparison should show different estimates for the NDE and NIE than the other two tables. If you want to run this example, you can get the code needed to create the Cognitive data set by going to “Getting Started” section of the PROC CAUSALMED documentation online (HTML version) and clicking the link “code for this example” at the beginning of the section.
https://go.documentation.sas.com/?docsetId=statug&docsetVersion=15.1&docsetTarget=statug_causalmed_gettingstarted.htm&locale=en
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