A principal stratification approach for evaluating natural direct and indirect effects in the presence of treatment-induced intermediate confounding

Recently, several authors have shown that natural direct and indirect effects (NDEs and NIEs) can be identified under the sequential ignorability assumptions, as long as there is no mediator-outcome confounder that is affected by the treatment. However, if such a confounder exists, NDEs and NIEs will generally not be identified without making additional identifying assumptions. In this article, we propose novel identification assumptions and estimators for evaluating NDEs and NIEs under the usual sequential ignorability assumptions, using the principal stratification framework. It is assumed that the treatment and the mediator are dichotomous. We must impose strong assumptions for identification. However, even if these assumptions were violated, the bias of our estimator would be small under typical conditions, which can be easily evaluated from the observed data. This conjecture is confirmed for binary outcomes by deriving the bounds of the bias terms. In addition, the advantage of our estimator is illustrated through a simulation study. We also propose a method of sensitivity analysis that examines what happens when our assumptions are violated. We apply the proposed method to data from the National Center for Health Statistics. Copyright (c) 2014 John Wiley & Sons, Ltd.