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Semiparametric theory for causal mediation analysis: efficiency bounds, multiple robustness, and sensitivity analysis

Semiparametric theory for causal mediation analysis: efficiency bounds, multiple robustness, and sensitivity analysis
Semiparametric theory for causal mediation analysis: efficiency bounds, multiple robustness, and sensitivity analysis
Whilst estimation of the marginal (total) causal effect of a point exposure on an outcome is arguably the most common objective of experimental and observational studies in the health and social sciences, in recent years, investigators have also become increasingly interested in mediation analysis. Specifically, upon establishing a non-null total effect of the exposure, investigators routinely wish to make inferences about the direct (indirect) pathway of the effect of the exposure not through (through) a mediator variable that occurs subsequently to the exposure and prior to the outcome. Although powerful semiparametric methodologies have been developed to analyze observational studies, that produce double robust and highly efficient estimates of the marginal total causal effect, similar methods for mediation analysis are currently lacking. Thus, this paper develops a general semiparametric framework for obtaining inferences about so-called marginal natural direct and indirect causal effects, while appropriately accounting for a large number of pre-exposure confounding factors for the exposure and the mediator variables. Our analytic framework is particularly appealing, because it gives new insights on issues of efficiency and robustness in the context of mediation analysis. In particular, we propose new multiply robust locally efficient estimators of the marginal natural indirect and direct causal effects, and develop a novel double robust sensitivity analysis framework for the assumption of ignorability of the mediator variable.
natural direct effects, natural indirect effects, double robust, mediation analysis, local efficiency
0090-5364
1816-1845
Tchetgen Tchetgen, Eric J.
f4772fe5-4572-4574-90f2-7a5c89ffd1f9
Shpitser, Ilya
4d295b9b-39e8-417f-b38d-fbb5d7df6992
Tchetgen Tchetgen, Eric J.
f4772fe5-4572-4574-90f2-7a5c89ffd1f9
Shpitser, Ilya
4d295b9b-39e8-417f-b38d-fbb5d7df6992

Tchetgen Tchetgen, Eric J. and Shpitser, Ilya (2012) Semiparametric theory for causal mediation analysis: efficiency bounds, multiple robustness, and sensitivity analysis. The Annals of Statistics, 40 (3), 1816-1845. (doi:10.1214/12-AOS990).

Record type: Article

Abstract

Whilst estimation of the marginal (total) causal effect of a point exposure on an outcome is arguably the most common objective of experimental and observational studies in the health and social sciences, in recent years, investigators have also become increasingly interested in mediation analysis. Specifically, upon establishing a non-null total effect of the exposure, investigators routinely wish to make inferences about the direct (indirect) pathway of the effect of the exposure not through (through) a mediator variable that occurs subsequently to the exposure and prior to the outcome. Although powerful semiparametric methodologies have been developed to analyze observational studies, that produce double robust and highly efficient estimates of the marginal total causal effect, similar methods for mediation analysis are currently lacking. Thus, this paper develops a general semiparametric framework for obtaining inferences about so-called marginal natural direct and indirect causal effects, while appropriately accounting for a large number of pre-exposure confounding factors for the exposure and the mediator variables. Our analytic framework is particularly appealing, because it gives new insights on issues of efficiency and robustness in the context of mediation analysis. In particular, we propose new multiply robust locally efficient estimators of the marginal natural indirect and direct causal effects, and develop a novel double robust sensitivity analysis framework for the assumption of ignorability of the mediator variable.

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Published date: June 2012
Keywords: natural direct effects, natural indirect effects, double robust, mediation analysis, local efficiency
Organisations: Statistics

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Local EPrints ID: 350587
URI: http://eprints.soton.ac.uk/id/eprint/350587
ISSN: 0090-5364
PURE UUID: 336402e8-88f9-437f-9d41-8f686a2a3114

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Date deposited: 08 Apr 2013 11:46
Last modified: 14 Mar 2024 13:29

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Author: Eric J. Tchetgen Tchetgen
Author: Ilya Shpitser

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