Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic

Causal mediation analysis with a three-dimensional image mediator

Causal mediation analysis is increasingly abundant in biology, psychology, and epidemiology studies and so forth. In particular, with the advent of the big data era, the issue of high-dimensional mediators is becoming more prevalent. In neuroscience, with the widespread application of magnetic resonance technology in the field of brain imaging, studies on image being a mediator emerged. In this study, a novel causal mediation analysis method with a three-dimensional image mediator is proposed. We define the average casual effects under the potential outcome framework, explore several sufficient conditions for the valid identification, and develop techniques for estimation and inference. To verify the effectiveness of the proposed method, a series of simulations under various scenarios is performed. Finally, the proposed method is applied to a study on the causal effect of mother's delivery mode on child's IQ development. It is found that cesarean section may have a negative effect on intellectual performance and that this effect is mediated by white matter development. Additional prospective and longitudinal studies may be necessary to validate these emerging findings.

High-dimensional causal mediation analysis by partial sum statistic and sample splitting strategy in imaging genetics application

Causal mediation analysis provides a systematic approach to explore the causal role of one or more mediators in the association between exposure and outcome. In omics or imaging data analysis, mediators are often high-dimensional, which brings new statistical challenges. Existing methods either violate causal assumptions or fail in interpretable variable selection. Additionally, mediators are often highly correlated, presenting difficulties in selecting and prioritizing top mediators. To address these issues, we develop a framework using Partial Sum Statistic and Sample Splitting Strategy, namely PS5, for high-dimensional causal mediation analysis. The method provides a powerful global mediation test satisfying causal assumptions, followed by an algorithm to select and prioritize active mediators with quantification of individual mediation contributions. We demonstrate its accurate type I error control, superior statistical power, reduced bias in mediation effect estimation, and accurate mediator selection using extensive simulations of varying levels of effect size, signal sparsity, and mediator correlations. Finally, we apply PS5 to an imaging genetics dataset of chronic obstructive pulmonary disease (COPD) patients ( N =8,897) in the COPDGene study to examine the causal mediation role of lung images ( p =5,810) in the associations between polygenic risk score and lung function and between smoking exposure and lung function, respectively. Both causal mediation analyses successfully estimate the global indirect effect and detect mediating image regions. Collectively, we find a region in the lower lobe of the right lung with a strong and concordant mediation effect for both genetic and environmental exposures. This suggests that targeted treatment toward this region might mitigate the severity of COPD due to genetic and smoking effects.