Estimating the effect of an exposure on an outcome, other than through some given mediator, requires adjustment for all risk factors of the mediator that are also associated with the outcome. When ...these risk factors are themselves affected by the exposure, then standard regression methods do not apply. In this article, I review methods for accommodating this and discuss their limitations for estimating the controlled direct effect (ie, the exposure effect when controlling the mediator at a specified level uniformly in the population). In addition, I propose a powerful and easy-to-apply alternative that uses G-estimation in structural nested models to address these limitations both for cohort and case–control studies.
Mediation analysis is routinely adopted by researchers from a wide range of applied disciplines as a statistical tool to disentangle the causal pathways by which an exposure or treatment affects an ...outcome. The counterfactual framework provides a language for clearly defining path-specific effects of interest and has fostered a principled extension of mediation analysis beyond the context of linear models. This paper describes medflex, an R package that implements some recent developments in mediation analysis embedded within the counterfactual framework. The medflex package offers a set of ready-made functions for fitting natural effect models, a novel class of causal models which directly parameterize the path-specific effects of interest, thereby adding flexibility to existing software packages for mediation analysis, in particular with respect to hypothesis testing and parsimony. In this paper, we give a comprehensive overview of the functionalities of the medflex package.
Structural nested models (SNMs) and the associated method of G-estimation were first proposed by James Robins over two decades ago as approaches to modeling and estimating the joint effects of a ...sequence of treatments or exposures. The models and estimation methods have since been extended to dealing with a broader series of problems, and have considerable advantages over the other methods developed for estimating such joint effects. Despite these advantages, the application of these methods in applied research has been relatively infrequent; we view this as unfortunate. To remedy this, we provide an overview of the models and estimation methods as developed, primarily by Robins, over the years. We provide insight into their advantages over other methods, and consider some possible reasons for failure of the methods to be more broadly adopted, as well as possible remedies. Finally, we consider several extensions of the standard models and estimation methods.
An important problem within both epidemiology and many social sciences is to break down the effect of a given treatment into different causal pathways and to quantify the importance of each pathway. ...Formal mediation analysis based on counterfactuals is a key tool when addressing this problem. During the last decade, the theoretical framework for mediation analysis has been greatly extended to enable the use of arbitrary statistical models for outcome and mediator. However, the researcher attempting to use these techniques in practice will often find implementation a daunting task, as it tends to require special statistical programming. In this paper, the authors introduce a simple procedure based on marginal structural models that directly parameterize the natural direct and indirect effects of interest. It tends to produce more parsimonious results than current techniques, greatly simplifies testing for the presence of a direct or an indirect effect, and has the advantage that it can be conducted in standard software. However, its simplicity comes at the price of relying on correct specification of models for the distribution of mediator (and exposure) and accepting some loss of precision compared with more complex methods. Web Appendixes 1 and 2, which are posted on the Journal's Web site (http://aje.oupjournals.org/), contain implementation examples in SAS software (SAS Institute, Inc., Cary, North Carolina) and R language (R Foundation for Statistical Computing, Vienna, Austria).
Methods from causal mediation analysis have generalized the traditional approach to direct and indirect elfects in the epidemiologic and social science literature by allowing for interaction and ...nonlinearities. However, the methods from the causal inference literature have themselves been subject to a major limitation, in that the so-called natural direct and indirect effects that are used are not identified from data whenever there is a mediator-outcome confounder that is also affected by the exposure. In this article, we describe three alternative approaches to effect decomposition that give quantities that can be interpreted as direct and indirect effects and that can be identified from data even in the presence of an exposure-induced mediator-outcome confounder. We describe a simple weighting-based estimation method for each of these three approaches, illustrated with data from perinatal epidemiology. The methods described here can shed insight into pathways and questions of mediation even when an exposure-induced mediator-outcome confounder is present.
The hazard ratio is one of the most commonly reported measures of treatment effect in randomised trials, yet the source of much misinterpretation. This point was made clear by Hernán (Epidemiology ...(Cambridge, Mass) 21(1):13–15, 2010) in a commentary, which emphasised that the hazard ratio contrasts populations of treated and untreated individuals who survived a given period of time, populations that will typically fail to be comparable—even in a randomised trial—as a result of different pressures or intensities acting on different populations. The commentary has been very influential, but also a source of surprise and confusion. In this note, we aim to provide more insight into the subtle interpretation of hazard ratios and differences, by investigating in particular what can be learned about a treatment effect from the hazard ratio becoming 1 (or the hazard difference 0) after a certain period of time. We further define a hazard ratio that has a causal interpretation and study its relationship to the Cox hazard ratio, and we also define a causal hazard difference. These quantities are of theoretical interest only, however, since they rely on assumptions that cannot be empirically evaluated. Throughout, we will focus on the analysis of randomised experiments.
Most methods for handling incomplete data can be broadly classified as inverse probability weighting (IPW) strategies or imputation strategies. The former model the occurrence of incomplete data; the ...latter, the distribution of the missing variables given observed variables in each missingness pattern. Imputation strategies are typically more efficient, but they can involve extrapolation, which is difficult to diagnose and can lead to large bias. Double robust (DR) methods combine the two approaches. They are typically more efficient than IPW and more robust to model misspecification than imputation. We give a formal introduction to DR estimation of the mean of a partially observed variable, before moving to more general incomplete-data scenarios. We review strategies to improve the performance of DR estimators under model misspecification, reveal connections between DR estimators for incomplete data and "design-consistent" estimators used in sample surveys, and explain the value of double robustness when using flexible data-adaptive methods for IPW or imputation.
In this article, we will present statistical methods to assess to what extent the effect of a randomised treatment (versus control) on a time‐to‐event endpoint might be explained by the effect of ...treatment on a mediator of interest, a variable that is measured longitudinally at planned visits throughout the trial. In particular, we will show how to identify and infer the path‐specific effect of treatment on the event time via the repeatedly measured mediator levels. The considered proposal addresses complications due to patients dying before the mediator is assessed, due to the mediator being repeatedly measured, and due to posttreatment confounding of the effect of the mediator by other mediators. We illustrate the method by an application to data from the LEADER cardiovascular outcomes trial.
We consider mediated effects of an exposure,
X
on an outcome,
Y
, via a mediator,
M
, under no unmeasured confounding assumptions in the setting where models for the conditional expectation of the ...mediator and outcome are partially linear. We propose G-estimators for the direct and indirect effects and demonstrate consistent asymptotic normality for indirect effects when models for the conditional means of
M
, or
X
and
Y
are correctly specified, and for direct effects, when models for the conditional means of
Y
, or
X
and
M
are correct. This marks an improvement, in this particular setting, over previous ‘triple’ robust methods, which do not assume partially linear mean models. Testing of the no-mediation hypothesis is inherently problematic due to the composite nature of the test (either
X
has no effect on
M
or
M
no effect on
Y
), leading to low power when both effect sizes are small. We use generalized methods of moments (GMM) results to construct a new score testing framework, which includes as special cases the no-mediation and the no-direct-effect hypotheses. The proposed tests rely on an orthogonal estimation strategy for estimating nuisance parameters. Simulations show that the GMM-based tests perform better in terms of power and small sample performance compared with traditional tests in the partially linear setting, with drastic improvement under model misspecification. New methods are illustrated in a mediation analysis of data from the COPERS trial, a randomized trial investigating the effect of a non-pharmacological intervention of patients suffering from chronic pain. An accompanying R package implementing these methods can be found at github.com/ohines/plmed.
Accurate model comparison requires extensive computation times, especially for parameter-rich models of sequence evolution. In the Bayesian framework, model selection is typically performed through ...the evaluation of a Bayes factor, the ratio of two marginal likelihoods (one for each model). Recently introduced techniques to estimate (log) marginal likelihoods, such as path sampling and stepping-stone sampling, offer increased accuracy over the traditional harmonic mean estimator at an increased computational cost. Most often, each model's marginal likelihood will be estimated individually, which leads the resulting Bayes factor to suffer from errors associated with each of these independent estimation processes.
We here assess the original 'model-switch' path sampling approach for direct Bayes factor estimation in phylogenetics, as well as an extension that uses more samples, to construct a direct path between two competing models, thereby eliminating the need to calculate each model's marginal likelihood independently. Further, we provide a competing Bayes factor estimator using an adaptation of the recently introduced stepping-stone sampling algorithm and set out to determine appropriate settings for accurately calculating such Bayes factors, with context-dependent evolutionary models as an example. While we show that modest efforts are required to roughly identify the increase in model fit, only drastically increased computation times ensure the accuracy needed to detect more subtle details of the evolutionary process.
We show that our adaptation of stepping-stone sampling for direct Bayes factor calculation outperforms the original path sampling approach as well as an extension that exploits more samples. Our proposed approach for Bayes factor estimation also has preferable statistical properties over the use of individual marginal likelihood estimates for both models under comparison. Assuming a sigmoid function to determine the path between two competing models, we provide evidence that a single well-chosen sigmoid shape value requires less computational efforts in order to approximate the true value of the (log) Bayes factor compared to the original approach. We show that the (log) Bayes factors calculated using path sampling and stepping-stone sampling differ drastically from those estimated using either of the harmonic mean estimators, supporting earlier claims that the latter systematically overestimate the performance of high-dimensional models, which we show can lead to erroneous conclusions. Based on our results, we argue that highly accurate estimation of differences in model fit for high-dimensional models requires much more computational effort than suggested in recent studies on marginal likelihood estimation.
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DOBA, IZUM, KILJ, NUK, PILJ, PNG, SAZU, SIK, UILJ, UKNU, UL, UM, UPUK