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Non-parametric efficient causal mediation with intermediate confounders

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 Added by Nima Hejazi
 Publication date 2019
and research's language is English




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Interventional effects for mediation analysis were proposed as a solution to the lack of identifiability of natural (in)direct effects in the presence of a mediator-outcome confounder affected by exposure. We present a theoretical and computational study of the properties of the interventional (in)direct effect estimands based on the efficient influence fucntion (EIF) in the non-parametric statistical model. We use the EIF to develop two asymptotically optimal, non-parametric estimators that leverage data-adaptive regression for estimation of the nuisance parameters: a one-step estimator and a targeted minimum loss estimator. A free and open source texttt{R} package implementing our proposed estimators is made available on GitHub. We further present results establishing the conditions under which these estimators are consistent, multiply robust, $n^{1/2}$-consistent and efficient. We illustrate the finite-sample performance of the estimators and corroborate our theoretical results in a simulation study. We also demonstrate the use of the estimators in our motivating application to elucidate the mechanisms behind the unintended harmful effects that a housing intervention had on adolescent girls risk behavior.



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An important problem in causal inference is to break down the total effect of treatment into different causal pathways and quantify the causal effect in each pathway. Causal mediation analysis (CMA) is a formal statistical approach for identifying and estimating these causal effects. Central to CMA is the sequential ignorability assumption that implies all pre-treatment confounders are measured and they can capture different types of confounding, e.g., post-treatment confounders and hidden confounders. Typically unverifiable in observational studies, this assumption restrains both the coverage and practicality of conventional methods. This work, therefore, aims to circumvent the stringent assumption by following a causal graph with a unified confounder and its proxy variables. Our core contribution is an algorithm that combines deep latent-variable models and proxy strategy to jointly infer a unified surrogate confounder and estimate different causal effects in CMA from observed variables. Empirical evaluations using both synthetic and semi-synthetic datasets validate the effectiveness of the proposed method.
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