MEDIATION ANALYSIS WITH MULTIPLE MEDIATORS UNDER UNMEASURED MEDIATOR-OUTCOME CONFOUNDING

Abstract

It is often of interest in the health and social sciences to investigate the joint mediation effects of multiple post-exposure mediators. Identification of such joint mediation effects generally require no unmeasured confounding of the outcome with respect to the whole set of mediators. As the number of mediators examined grows, this assumption is likely to be violated as it is often infeasible to intervene on any of the mediators. In this paper, we develop a two-step method of moments estimation procedure to assess mediation with multiple mediators in the presence of potential unmeasured mediator-outcome confounding. Our identification result leverages heterogeneity of the exposure effect on each mediator in the population, which is plausible under various empirical settings. The proposed estimators are illustrated through simulations and an application to evaluate the mediating effects of PTSD symptoms in the association between self-efficacy and fatigue among health care workers during the COVID-19 outbreak.