Non-parametric efficient causal mediation with intermediate confounders

Abstract

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 efficiency bound in the non-parametric statistical model. We derive the efficient influence function, using it 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 R package implementing our proposed estimators is made readily available on GitHub. We further present results establishing the conditions under which these estimators are consistent, rate multiply robust, $n^{\frac{1}{2}}$-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.