Nonparametric estimators of interventional (transported) direct and indirect effects that accommodate multiple mediators and multiple intermediate confounders
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Mediation analysis is appealing for its ability to improve understanding of the mechanistic drivers of causal effects, but real-world data complexities challenge its successful implementation, including: 1) the existence of post-exposure variables that also affect mediators and outcomes (thus, confounding the mediator-outcome relationship), that may also be 2) multivariate, and 3) the existence of multivariate mediators. Interventional direct and indirect effects (IDE/IIE) accommodate post-exposure variables that confound the mediator-outcome relationship, but currently, no estimator for IDE/IIE exists that allows for both multivariate mediators and multivariate post-exposure intermediate confounders. This, again, represents a significant limitation for real-world analyses. We address this gap by extending two recently developed nonparametric estimators – one that estimates the IDE/IIE and another that estimates the IDE/IIE transported to a new, target population – to allow for multivariate mediators and multivariate intermediate confounders simultaneously. We use simulation to examine finite sample performance, and apply these estimators to longitudinal data from the Moving to Opportunity trial. In the application, we walk through a strategy for separating indirect effects into mediator- or mediator-group-specific indirect effects, while appropriately accounting for other, possibly co-occurring intermediate variables.
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