Causal mediation analysis techniques enable investigators to examine whether the effect of the exposure on an outcome is mediated by some intermediate variable. Motivated by a data example from epidemiology, we consider estimation of natural direct and indirect effects on a survival outcome. An important concern is bias from confounders that may be unmeasured. Estimating natural direct and indirect effects requires an elaborate series of assumptions in order to identify the target quantities. The analyst must carefully measure and adjust for important predictors of the exposure, mediator and outcome. Omitting important confounders may bias the results in a way that is difficult to predict. In recent years, several methods have been proposed to explore sensitivity to unmeasured confounding in mediation analysis. However, many of these methods limit complexity by relying on a handful of sensitivity parameters that are difficult to interpret, or alternatively, by assuming that specific patterns of unmeasured confounding are absent. Instead, we propose a simple Bayesian sensitivity analysis technique that is indexed by four bias parameters. Our method has the unique advantage that it is able to simultaneously assess unmeasured confounding in the mediator–outcome, exposure–outcome and exposure–mediator relationships. It is a natural Bayesian extension of the sensitivity analysis methodologies of VanderWeele, which have been widely used in the epidemiology literature. We present simulation findings, and additionally, we illustrate the method in an epidemiological study of mortality rates in criminal offenders from British Columbia.
Semiparametric theory for causal mediation analysis: Efficiency bounds, multiple robustness and sensitivity analysis