Unveiling Causal Mediation Pathways in High-Dimensional Mixed Exposures: A Data-Adaptive Target Parameter Strategy

Abstract: Mediation analysis in causal inference typically concentrates on one binary exposure, using deterministic interventions to split the average treatment effect into direct and indirect effects through a single mediator. Yet, real-world exposure scenarios often involve multiple continuous exposures impacting health outcomes through varied mediation pathways, which remain unknown a priori. Addressing this complexity, we introduce NOVAPathways, a methodological framework that identifies exposure-mediation pathways and yields unbiased estimates of direct and indirect effects when intervening on these pathways. By pairing data-adaptive target parameters with stochastic interventions, we offer a semi-parametric approach for estimating causal effects in the context of high-dimensional, continuous, binary, and categorical exposures and mediators. In our proposed cross-validation procedure, we apply sequential semi-parametric regressions to a parameter-generating fold of the data, discovering exposure-mediation pathways. We then use stochastic interventions on these pathways in an estimation fold of the data to construct efficient estimators of natural direct and indirect effects using flexible machine learning techniques. Our estimator proves to be asymptotically linear under conditions necessitating n to the negative quarter consistency of nuisance function estimation. Simulation studies demonstrate the square root n consistency of our estimator when the exposure is quantized, whereas for truly continuous data, approximations in numerical integration prevent square root n consistency. Our NOVAPathways framework, part of the open-source SuperNOVA package in R, makes our proposed methodology for high-dimensional mediation analysis available to researchers, paving the way for the application of modified exposure policies which can delivery more informative statistical results for public policy.