Recanting twins: addressing intermediate confounding in mediation analysis

Abstract

The presence of intermediate confounders, also called recanting witnesses, is a fundamental challenge to the investigation of causal mechanisms in mediation analysis, preventing the identification of natural path-specific effects. Proposed alternative parameters (such as randomizational interventional effects) are problematic because they can be non-null even when there is no mediation for any individual in the population; i.e., they are not an average of underlying individual-level mechanisms. In this paper we develop a novel method for mediation analysis in settings with intermediate confounding, with guarantees that the causal parameters are summaries of the individual-level mechanisms of interest. The method is based on recently proposed ideas that view causality as the transfer of information, and thus replace recanting witnesses by draws from their conditional distribution, what we call "recanting twins". We show that, in the absence of intermediate confounding, recanting twin effects recover natural path-specific effects. We present the assumptions required for identification of recanting twins effects under a standard structural causal model, as well as the assumptions under which the recanting twin identification formulas can be interpreted in the context of the recently proposed separable effects models. To estimate recanting-twin effects, we develop efficient semi-parametric estimators that allow the use of data driven methods in the estimation of the nuisance parameters. We present numerical studies of the methods using synthetic data, as well as an application to evaluate the role of new-onset anxiety and depressive disorder in explaining the relationship between gabapentin/pregabalin prescription and incident opioid use disorder among Medicaid beneficiaries with chronic pain.