Robust Estimation and Model Selection for the Controlled Directed Effect with Unmeasured Mediator-Outcome Confounders

Fuente: arXiv
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Main Authors: Orihara, Shunichiro, Imori, Shinpei, Morikawa, Kosuke, Goto, Atsushi, Taguri, Masataka
Format: Preprint
Published: 2024
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_version_ 1866929566768955392
author Orihara, Shunichiro
Imori, Shinpei
Morikawa, Kosuke
Goto, Atsushi
Taguri, Masataka
author_facet Orihara, Shunichiro
Imori, Shinpei
Morikawa, Kosuke
Goto, Atsushi
Taguri, Masataka
contents Controlled Direct Effect (CDE) is one of the causal estimands used to evaluate both exposure and mediation effects on an outcome. When there are unmeasured confounders existing between the mediator and the outcome, the ordinary identification assumption does not work. In this manuscript, we consider an identification condition to identify CDE in the presence of unmeasured confounders. The key assumptions are: 1) the random allocation of the exposure, and 2) the existence of instrumental variables directly related to the mediator. Under these conditions, we propose a novel doubly robust estimation method, which work well if either the propensity score model or the baseline outcome model is correctly specified. Additionally, we propose a Generalized Information Criterion (GIC)-based model selection criterion for CDE that ensures model selection consistency. Our proposed procedure and related methods are applied to both simulation and real datasets to confirm the performance of these methods. Our proposed method can select the correct model with high probability and accurately estimate CDE.
format Preprint
id arxiv_https___arxiv_org_abs_2410_21832
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Robust Estimation and Model Selection for the Controlled Directed Effect with Unmeasured Mediator-Outcome Confounders
Orihara, Shunichiro
Imori, Shinpei
Morikawa, Kosuke
Goto, Atsushi
Taguri, Masataka
Methodology
Controlled Direct Effect (CDE) is one of the causal estimands used to evaluate both exposure and mediation effects on an outcome. When there are unmeasured confounders existing between the mediator and the outcome, the ordinary identification assumption does not work. In this manuscript, we consider an identification condition to identify CDE in the presence of unmeasured confounders. The key assumptions are: 1) the random allocation of the exposure, and 2) the existence of instrumental variables directly related to the mediator. Under these conditions, we propose a novel doubly robust estimation method, which work well if either the propensity score model or the baseline outcome model is correctly specified. Additionally, we propose a Generalized Information Criterion (GIC)-based model selection criterion for CDE that ensures model selection consistency. Our proposed procedure and related methods are applied to both simulation and real datasets to confirm the performance of these methods. Our proposed method can select the correct model with high probability and accurately estimate CDE.
title Robust Estimation and Model Selection for the Controlled Directed Effect with Unmeasured Mediator-Outcome Confounders
topic Methodology
url https://arxiv.org/abs/2410.21832