Inference After Selecting Plausibly Valid Instruments with Application to Mendelian Randomization

Abstract: Mendelian randomization (MR) is a popular method in genetic epidemiology to estimate the effect of an exposure on an outcome by using genetic instruments. These instruments are often selected from a combination of prior knowledge from genome wide association studies (GWAS) and data-driven instrument selection procedures or tests. Unfortunately, when testing for the exposure effect, the instrument selection process done a priori is not accounted for. This paper studies and highlights the bias resulting from not accounting for the instrument selection process by focusing on a recent data-driven instrument selection procedure, sisVIVE, as an example. We introduce a conditional inference approach that conditions on the instrument selection done a priori and leverage recent advances in selective inference to derive conditional null distributions of popular test statistics for the exposure effect in MR. The null distributions can be characterized with individual-level or summary-level data in MR. We show that our conditional confidence intervals derived from conditional null distributions attain the desired nominal level while typical confidence intervals computed in MR do not. We conclude by reanalyzing the effect of BMI on diastolic blood pressure using summary-level data from the UKBiobank that accounts for instrument selection.