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Abstract:
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Unbiased causal mediation effect estimates can be obtained from marginal structural models using inverse probability weighting with appropriate weights. In order to compute weights, treatment and mediator propensity score models need to be fitted first. If the covariates are high-dimensional, parsimonious propensity score models can be developed by regularization methods including LASSO and its variants. Furthermore, in a mediation setup, efficient direct or indirect effect estimators can be obtained by using outcome-adaptive LASSO to select variables for propensity score models by incorporating the outcome information. A simulation study is conducted to assess how different regularization methods can affect the performance of estimated natural direct and indirect effect odds ratios. Our simulation results suggest that bias reduction can be achieved with sufficient covariate balancing and propensity score models regularized by outcome-adaptive LASSO can be used to improve the efficiency of the natural direct effect estimator. The regularization methods are then applied to MIMIC-III database, an ICU database developed by MIT.
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