Targeted maximum likelihood estimation of natural direct effects

Int J Biostat. 2012 Jan 6;8(1):/j/ijb.2012.8.issue-1/1557-4679.1361/1557-4679.1361.xml. doi: 10.2202/1557-4679.1361.


In many causal inference problems, one is interested in the direct causal effect of an exposure on an outcome of interest that is not mediated by certain intermediate variables. Robins and Greenland (1992) and Pearl (2001) formalized the definition of two types of direct effects (natural and controlled) under the counterfactual framework. The efficient scores (under a nonparametric model) for the various natural effect parameters and their general robustness conditions, as well as an estimating equation based estimator using the efficient score, are provided in Tchetgen Tchetgen and Shpitser (2011b). In this article, we apply the targeted maximum likelihood framework of van der Laan and Rubin (2006) and van der Laan and Rose (2011) to construct a semiparametric efficient, multiply robust, substitution estimator for the natural direct effect which satisfies the efficient score equation derived in Tchetgen Tchetgen and Shpitser (2011b). We note that the robustness conditions in Tchetgen Tchetgen and Shpitser (2011b) may be weakened, thereby placing less reliance on the estimation of the mediator density. More precisely, the proposed estimator is asymptotically unbiased if either one of the following holds: i) the conditional mean outcome given exposure, mediator, and confounders, and the mediated mean outcome difference are consistently estimated; (ii) the exposure mechanism given confounders, and the conditional mean outcome are consistently estimated; or (iii) the exposure mechanism and the mediator density, or the exposure mechanism and the conditional distribution of the exposure given confounders and mediator, are consistently estimated. If all three conditions hold, then the effect estimate is asymptotically efficient. Extensions to the natural indirect effect are also discussed.

MeSH terms

  • Biostatistics
  • Causality
  • Computer Simulation
  • Humans
  • Likelihood Functions*
  • Mathematical Concepts
  • Models, Statistical
  • Statistics, Nonparametric
  • Treatment Outcome