An exposure of interest often affects an outcome directly, or indirectly by the mediation of some intermediate variables. Identifying and quantifying the mechanisms underlying causal effects is an increasingly popular endeavor in public health, medicine, and the social sciences, as knowledge of such mechanisms can improve understanding of both why and how treatments can be effective. Such mechanistic knowledge may be arguably even more important in cases where treatments result in unanticipated ineffective or even harmful effects.
Traditional techniques for mediation analysis fare poorly in the face of intermediate confounding. Classical parameters like the natural (in)direct effects face a lack of identifiability in cases where mediator-outcome (i.e., intermediate) confounders affected by exposure complicate the relationship between the exposure, mediators, and outcome. Dı́az et al. (2020) provide a theoretical and computational study of the properties of newly developed interventional (in)direct effect estimands within the non-parametric statistical model. Among their contributions, Dı́az et al. (2020)
The problem addressed by the work of Dı́az et al. (2020) may be represented by the following nonparametric structural equation model (NPSEM): In the NPSEM, W denotes a vector of observed pre-treatment covariates, A denotes a categorical treatment variable, Z denotes an intermediate confounder affected by treatment, M denotes a (possibly multivariate) mediator, and Y denotes a continuous or binary outcome. The vector of exogenous factors U = (UW, UA, UZ, UM, UY), and the functions f, are assumed deterministic but unknown. Importantly, the NPSEM encodes a time-ordering between these variables and allows the evaluation of counterfactual quantities defined by intervening on a set of nodes of the NPSEM. The observed data unit can be represented by the random variable O = (W, A, Z, M, Y); we consider access to O1, …, On, a sample of n i.i.d. observations of O.
Dı́az et al. (2020) additionally define
the following parameterizations, familiarity with which will be useful
for using the medoutcon
R package. In particular, these authors define g(a ∣ w) as the
probability mass function of A = a conditional on W = w and use h(a ∣ m, w)
to denote the probability mass function of A = a conditional on (M, W) = (m, w).
Further, Dı́az et al. (2020) use b(a, z, m, w)
to denote the outcome regression function 𝔼(Y ∣ A = a, Z = z, M = m, W = w),
as well as q(z ∣ a, w)
and r(z ∣ a, m, w)
to denote the corresponding conditional densities of Z.
Dı́az et al. (2020) define the total effect of A on Y in terms of a contrast between two user-supplied values a′, a⋆ ∈ 𝒜. Examination of the NPSEM reveals that there are four paths involved in this effect, namely A → Y, A → M → Y, A → Z → Y, and A → Z → M → Y. Mediation analysis has classically considered the natural direct effect (NDE) and the natural indirect effect (NIE), which are defined as 𝔼c(Ya′, Ma⋆ − Ya⋆, Ma⋆) and 𝔼c(Ya′, Ma′ − Ya′, Ma⋆), respectively. The natural direct effect measures the effect through paths not involving the mediator (A → Y and A → Z → Y), whereas the natural indirect effect measures the effect through paths involving the mediator (A → M → Y and A → Z → M → Y). As the sum of the natural direct and indirect effects equals the average treatment effect 𝔼c(Y1 − Y0), this effect decomposition is appealing. Unfortunately, the natural direct and indirect effects are not generally identified in the presence of an intermediate confounder affected by treatment.
To circumvent this issue, Dı́az et al. (2020) define the direct and indirect effects using stochastic interventions on the mediator, following a strategy previously outlined by VanderWeele, Vansteelandt, and Robins (2014) and Rudolph et al. (2017), among others. Let Ga denote a random draw from the conditional distribution of Ma conditional on W. Consider the effect of A on Y defined as the difference in expected outcome in hypothetical worlds in which (A, M) = (a′, Ga′) versus (A, M) = (a⋆, Ga⋆) with probability one, which may be decomposed into direct and indirect effects as follows Like the natural direct effect, this interventional direct effect measures the effects through paths not involving the mediator. Likewise, the interventional indirect effect measures the effect through paths involving the mediator. Note, however, that natural and interventional mediation effects have different interpretations. That is, the interventional indirect effect measures the effect of fixing the exposure at a′ while setting the mediator to a random draw Ga⋆ from those with exposure a′ versus a random draw Ga′ from those with exposure a⋆, given covariates W. As is clear from the effect decomposition, the term θc = 𝔼c(Ya′, Ga⋆) is required for estimation of both the interventional direct and indirect effects; thus, Dı́az et al. (2020) focus on estimation of this quantity. Importantly, it has been shown that θc is identified by the statistical functional under a set of standard identifiability conditions (VanderWeele, Vansteelandt, and Robins 2014), which are further reviewed in Dı́az et al. (2020).
Dı́az et al. (2020) define two efficient
estimators of their interventional (in)direct effects. These are based
on the one-step estimation and targeted minimum loss (TML) estimation
frameworks, respectively. Briefly, both estimation strategies proceed in
two stages, starting by first constructing initial estimates of the
nuisance parameters present in the EIF, then proceeding to apply
distinct bias-correction strategies in their second stages. Both
estimation strategies require an assumption about the behavior of
initial estimators of the nuisance parameters (specifically, that these
lie in a Donsker class); however, the need for such an assumption may be
avoided by making use of cross-validation in the fitting fo initial
estimators. The medoutcon R package requires
the use of cross-validation in the construction of these initial
estimates, resulting in cross-fitted one-step and and cross-validated
TML estimators (Klaassen 1987; Zheng and van der
Laan 2011; Chernozhukov et al. 2018).
The one-step estimator θ̂os is constructed by adding the empirical mean of the EIF (evaluated at initial estimates of the nuisance parameters) to the substitution estimator. By constrast, the TML estimator θ̂tmle updates the components of the substitution estimator via logistic tilting models formulated to ensure that relevant score equations appearing in the EIF are (approximately) solved. While the estimators are asymptotically equivalent, TML estimators have been shown to exhibit superior finite-sample performance, making them potentially more reliable than one-step estimators. For the exact form of the EIF as well as those of the one-step and TML estimators, consult Dı́az et al. (2020).
Now, we’ll take a look at how to estimate the interventional direct and indirect effects using a simulated data example. Dı́az et al. (2020) illustrate the use of their estimators of these effects in an application in which they seek to elucidate the mechanisms behind the unintended harmful effects that a housing intervention had on adolescent girls’ risk behavior.
First, let’s load a few required packages and set a seed for our simulation.
Next, we’ll generate a very simple simulated dataset. The function
make_example_data, defined below, generates three binary
baseline covariates W = (W1, W2, W3),
a binary exposure variable A,
a single binary mediateor M an
intermediate confounder Z that
affects the mediator M and is
itself affected by the exposure A, and, finally, a binary outcome
Y that is a function of (W, A, Z, M).
# produces a simple data set based on ca causal model with mediation
make_example_data <- function(n_obs = 1000) {
## baseline covariates
w_1 <- rbinom(n_obs, 1, prob = 0.6)
w_2 <- rbinom(n_obs, 1, prob = 0.3)
w_3 <- rbinom(n_obs, 1, prob = pmin(0.2 + (w_1 + w_2) / 3, 1))
w <- cbind(w_1, w_2, w_3)
w_names <- paste("W", seq_len(ncol(w)), sep = "_")
## exposure
a <- as.numeric(rbinom(n_obs, 1, plogis(rowSums(w) - 2)))
## mediator-outcome confounder affected by treatment
z <- rbinom(n_obs, 1, plogis(rowMeans(-log(2) + w - a) + 0.2))
## mediator -- could be multivariate
m <- rbinom(n_obs, 1, plogis(rowSums(log(3) * w[, -3] + a - z)))
m_names <- "M"
## outcome
y <- rbinom(n_obs, 1, plogis(1 / (rowSums(w) - z + a + m)))
## construct output
dat <- as.data.table(cbind(w = w, a = a, z = z, m = m, y = y))
setnames(dat, c(w_names, "A", "Z", m_names, "Y"))
return(dat)
}
# set seed and simulate example data
example_data <- make_example_data(n_obs)
w_names <- stringr::str_subset(colnames(example_data), "W")
m_names <- stringr::str_subset(colnames(example_data), "M")Now, let’s take a quick look at our simulated data:
## W_1 W_2 W_3 A Z M Y
## <num> <num> <num> <num> <num> <num> <num>
## 1: 0 0 1 0 0 0 1
## 2: 0 1 1 0 0 0 1
## 3: 1 1 0 0 1 1 1
## 4: 1 0 1 0 1 0 0
## 5: 0 0 0 1 1 1 1
## 6: 1 0 1 1 0 1 1As noted above, all covariates in our dataset are binary; however, note that this need not be the case for using our methodology — in particular, the only current limitation is that the intermediate confounder Z must be binary when using our implemented TML estimator of the (in)direct effects.
Using this dataset, we’ll proceed to estimate the interventional (in)direct effects. In order to do so, we’ll need to estimate several nuisance parameters, including the exposure mechanism g(A ∣ W), a re-parameterized exposure mechanism that conditions on the mediators h(A ∣ M, W), the outcome mechanism b(Y ∣ M, Z, A, W), and two variants of the intermediate confounding mechanism q(Z ∣ A, W) and r(Z ∣ M, A, W). In order to estimate each of these nuisance parameters flexibly, we’ll rely on data adaptive regression strategies in order to avoid the potential for (parametric) model misspecification.
As we’d like to rely on flexible, data adaptive regression strategies
for estimating each of the nuisance parameters (g, h, b, q, r),
we require a method for choosing among or combining the wide variety of
available regression strategies. For this, we recommend the use of the
Super Learner algorithm for ensemble machine learning (van der Laan, Polley, and Hubbard 2007). The
recently developed sl3 R
package (coyle2020sl3?) provides a
unified interface for deploying a wide variety of machine learning
algorithms (simply called learners in the sl3
nomenclature) as well as for constructing Super Learner ensemble models
of such learners. For a complete guide on using the sl3 R
package, consider consulting https://tlverse.org/sl3, or https://tlverse.org (and https://github.com/tlverse) for the tlverse
ecosystem, of which sl3 is an integral part.
To construct an ensemble learner using a handful of popular machine
learning algorithms, we’ll first instantiate variants of learners from
the appropriate classes for each algorithm, and then create a Super
Learner ensemble via the Lrnr_sl class. Below, we
demonstrate the construction of an ensemble learner based on a modeling
library including an intercept model, a main-terms GLM, ℓ1-penalized Lasso regression, an
elastic net regression that equally weights the ℓ1 and ℓ2 penalties, random forests
(ranger), and the highly adaptive lasso (HAL):
# instantiate learners
mean_lrnr <- Lrnr_mean$new()
fglm_lrnr <- Lrnr_glm_fast$new(family = binomial())
lasso_lrnr <- Lrnr_glmnet$new(alpha = 1, family = "binomial", nfolds = 3)
enet_lrnr <- Lrnr_glmnet$new(alpha = 0.5, family = "binomial", nfolds = 3)
rf_lrnr <- Lrnr_ranger$new(num.trees = 200)
# for HAL, use linear probability formulation, with bounding in unit interval
hal_gaussian_lrnr <- Lrnr_hal9001$new(
family = "gaussian",
fit_control = list(
max_degree = 3,
n_folds = 3,
use_min = TRUE,
type.measure = "mse"
)
)
bound_lrnr <- Lrnr_bound$new(bound = 1e-6)
hal_bounded_lrnr <- Pipeline$new(hal_gaussian_lrnr, bound_lrnr)
# create learner library and instantiate super learner ensemble
lrnr_lib <- Stack$new(
mean_lrnr, fglm_lrnr, enet_lrnr, lasso_lrnr,
rf_lrnr, hal_bounded_lrnr
)
sl_lrnr <- Lrnr_sl$new(learners = lrnr_lib, metalearner = Lrnr_nnls$new())While we recommend the use of a Super Learner ensemble model like the one constructed above in practice, such a library will be too computationally intensive for our examples. To reduce computation time, we construct a simpler library, using only a subset of the above learning algorithms:
# create simpler learner library and instantiate super learner ensemble
lrnr_lib <- Stack$new(mean_lrnr, fglm_lrnr, lasso_lrnr, rf_lrnr)
sl_lrnr <- Lrnr_sl$new(learners = lrnr_lib, metalearner = Lrnr_nnls$new())Having set up our ensemble learner, we’re now ready to estimate each
of the interventional effects using the efficient estimators exposed in
the medoutcon package.
We’re now ready to estimate the interventional direct effect. This direct effect is computed as a contrast between the interventions (a′ = 1, a⋆ = 0) and (a′ = 0, a⋆ = 0). In particular, our efficient estimators of the interventional direct effect proceed by constructing estimators θ̂(a′ = 1, a⋆ = 0) and θ̂(a′ = 0, a⋆ = 0). Then, an efficient estimator of the direct effect is available by application of the delta method, that is, θ̂DE = θ̂(a′ = 1, a⋆ = 0) − θ̂(a′ = 0, a⋆ = 0). Applying the same principle to the EIF estimates, one can derive variance estimates and construct asymptotically correct Wald-style confidence intervals for θ̂DE.
The medoutcon package makes the estimation task quite
simple, as only a single call to the eponymous medoutcon
function is required. As demonstrated below, we need only feed in each
component of the observed data O = (W, A, Z, M, Y)
(of which W and M can be multivariate), specify the
effect type, and the estimator. Additionally, for each nuisance
parameter we may specify a separate regression function — in the
examples below, we use the simpler Super Learner ensemble constructed
above for fitting each nuisance function, but this need not be the case
(i.e., different estimators may be used for each nuisance function).
First, we examine the one-step estimator of the interventional direct effect. Recall that the one-step estimator is constructed by adding the mean of the EIF (evaluated at initial estimates of the nuisance parameters) to the substitution estimator. As noted above, this is done separately for each of the two contrasts (a′ = 0, a⋆ = 0) and (a′ = 1, a⋆ = 0). Thus, the one-step estimator of this direct effect is constructed by application of the delta method to each of the one-step estimators (and EIFs) for these contrasts.
# compute one-step estimate of the interventional direct effect
os_de <- medoutcon(
W = example_data[, ..w_names],
A = example_data$A,
Z = example_data$Z,
M = example_data[, ..m_names],
Y = example_data$Y,
g_learners = sl_lrnr,
h_learners = sl_lrnr,
b_learners = sl_lrnr,
q_learners = sl_lrnr,
r_learners = sl_lrnr,
effect = "direct",
estimator = "onestep",
estimator_args = list(cv_folds = 2)
)
summary(os_de)## # A tibble: 1 × 7
## lwr_ci param_est upr_ci var_est eif_mean estimator param
## <dbl> <dbl> <dbl> <dbl> <dbl> <chr> <chr>
## 1 -0.0924 0.0333 0.159 0.00411 6.33e-18 onestep direct_interventionalFrom the output of the summary method, we note that the one-step estimate of the interventional direct effect θ̂osDE is 0.033, with 95% confidence interval [-0.092, 0.159].
Next, let’s compare the one-step estimate to the TML estimate.
Analogous to the case of the one-step estimator, the TML estimator can
be evaluated via a single call to the medoutcon
function:
# compute targeted minimum loss estimate of the interventional direct effect
tmle_de <- medoutcon(
W = example_data[, ..w_names],
A = example_data$A,
Z = example_data$Z,
M = example_data[, ..m_names],
Y = example_data$Y,
g_learners = sl_lrnr,
h_learners = sl_lrnr,
b_learners = sl_lrnr,
q_learners = sl_lrnr,
r_learners = sl_lrnr,
effect = "direct",
estimator = "tmle",
estimator_args = list(cv_folds = 2, max_iter = 5)
)
summary(tmle_de)## # A tibble: 1 × 7
## lwr_ci param_est upr_ci var_est eif_mean estimator param
## <dbl> <dbl> <dbl> <dbl> <dbl> <chr> <chr>
## 1 -0.0769 0.0442 0.165 0.00381 0.0118 tmle direct_interventionalFrom the output of the summary method, we note that the TML estimate of the interventional direct effect θ̂tmleDE is 0.044, with 95% confidence interval [-0.077, 0.165]. Here, we recall that the TML estimator generally exhibits better finite-sample performance than the one-step estimator (van der Laan and Rose 2011, 2018), so the TML estimate is likely to be more reliable in our modest sample size of n= 500.
Estimation of the interventional indirect effect proceeds similarly to the strategy discussed above for the corresponding direct effect. An efficient estimator can be computed as a contrast between the interventions (a′ = 1, a⋆ = 0) and (a′ = 1, a⋆ = 1). Specifically, our efficient estimators of the interventional indirect effect proceed by constructing estimators θ̂(a′ = 1, a⋆ = 0) and θ̂(a′ = 1, a⋆ = 1). Then, application of the delta method yields an efficient estimator of the indirect effect, that is, θ̂IE = θ̂(a′ = 1, a⋆ = 0) − θ̂(a′ = 1, a⋆ = 1). The same principle may be applied to the EIF estimates to derive variance estimates and construct asymptotically correct Wald-style confidence intervals for θ̂IE.
Now, we examine the one-step estimator of the interventional indirect effect. The one-step estimator is constructed by adding the mean of the EIF (evaluated at initial estimates of the nuisance parameters) to the substitution estimator. As noted above, this is done separately for each of the two contrasts (a′ = 1, a⋆ = 1) and (a′ = 1, a⋆ = 0). Thus, the one-step estimator of this indirect effect is constructed by application of the delta method to each of the one-step estimators (and EIFs) for the contrasts.
# compute one-step estimate of the interventional indirect effect
os_ie <- medoutcon(
W = example_data[, ..w_names],
A = example_data$A,
Z = example_data$Z,
M = example_data[, ..m_names],
Y = example_data$Y,
g_learners = sl_lrnr,
h_learners = sl_lrnr,
b_learners = sl_lrnr,
q_learners = sl_lrnr,
r_learners = sl_lrnr,
effect = "indirect",
estimator = "onestep"
)
summary(os_ie)## # A tibble: 1 × 7
## lwr_ci param_est upr_ci var_est eif_mean estimator param
## <dbl> <dbl> <dbl> <dbl> <dbl> <chr> <chr>
## 1 -0.167 -0.0874 -0.00747 0.00166 -1.53e-17 onestep indirect_interventionalFrom the output of the summary method, we note that the one-step estimate of the interventional indirect effect θ̂osIE is -0.087, with 95% confidence interval [-0.167, -0.007].
As before, let’s compare the one-step estimate to the TML estimate.
Analogous to the case of the one-step estimator, the TML estimator can
be evaluated via a single call to the medoutcon function,
as demonstrated below
# compute targeted minimum loss estimate of the interventional indirect effect
tmle_ie <- medoutcon(
W = example_data[, ..w_names],
A = example_data$A,
Z = example_data$Z,
M = example_data[, ..m_names],
Y = example_data$Y,
g_learners = sl_lrnr,
h_learners = sl_lrnr,
b_learners = sl_lrnr,
q_learners = sl_lrnr,
r_learners = sl_lrnr,
effect = "indirect",
estimator = "tmle"
)
summary(tmle_ie)## # A tibble: 1 × 7
## lwr_ci param_est upr_ci var_est eif_mean estimator param
## <dbl> <dbl> <dbl> <dbl> <dbl> <chr> <chr>
## 1 -0.210 -0.138 -0.0652 0.00136 0.0140 tmle indirect_interventionalFrom the output of the summary method, we note that the TML estimate of the interventional indirect effect θ̂tmleIE is -0.138, with 95% confidence interval [-0.21, -0.065]. As before, the TML estimator provides better finite-sample performance than the one-step estimator, so it may be preferred in this example.