Complier Stochastic Direct Effects: Identification and Robust Estimation

DOI10.1080/01621459.2019.1704292MaRDI QIDQ6040685zbMATH OpenOpenAlexWikidataFDO

Authors Kara E. Rudolph, Oleg Sofrygin, Mark J. Van der Laan

Publication date 22 May 2023

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1810.12452

zbMATH Keywords

mediationinstrumental variablestargeted minimum loss-based estimation

Mathematics Subject Classification ID

Causal inference from observational studies (62D20)

Abstract: Mediation analysis is critical to understanding the mechanisms underlying exposure-outcome relationships. In this paper, we identify the instrumental variable (IV)-direct effect of the exposure on the outcome not through the mediator, using randomization of the instrument. To our knowledge, such an estimand has not previously been considered or estimated. We propose and evaluate several estimators for this estimand: a ratio of inverse-probability of treatment-weighted estimators (IPTW), a ratio of estimating equation estimators (EE), a ratio of targeted minimum loss-based estimators (TMLE), and a TMLE that targets the CSDE directly. These estimators are applicable for a variety of study designs, including randomized encouragement trials, like the MTO housing voucher experiment we consider as an illustrative example, treatment discontinuities, and Mendelian randomization. We found the IPTW estimator to be the most sensitive to finite sample bias, resulting in bias of over 40% even when all models were correctly specified in a sample size of N=100. In contrast, the EE estimator and compatible TMLE estimator were far less sensitive to finite samples. The EE and TMLE estimators also have advantages over the IPTW estimator in terms of efficiency and reduced reliance on correct parametric model specification.

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Cites work

• Causal Mediation Analyses with Rank Preserving Models
• Causality. Models, reasoning, and inference
• Direct and Indirect Treatment Effects–Causal Chains and Mediation Analysis with Instrumental Variables
• Doubly robust nonparametric inference on the average treatment effect
• Identification of Causal Effects Using Instrumental Variables
• Identification, inference and sensitivity analysis for causal mediation effects
• Mediation Analysis with time Varying Exposures and Mediators
• Robust Estimation of Encouragement Design Intervention Effects Transported Across Sites
• Robust and flexible estimation of stochastic mediation effects: a proposed method and example in a randomized trial setting

Cited in

(3)

• Robust and flexible estimation of stochastic mediation effects: a proposed method and example in a randomized trial setting
• Evaluating the robustness of targeted maximum likelihood estimators via realistic simulations in nutrition intervention trials
• When the ends do not justify the means: learning who is predicted to have harmful indirect effects

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