README.md

In kaz-yos/regmedint: Regression-Based Causal Mediation Analysis with Interaction and Effect Modification Terms

regmedint

This is an extension of the regression-based causal mediation analysis first proposed by Valeri and VanderWeele (2013) and Valeri and VanderWeele (2015). The current version supports including effect measure modification by covariates (treatment-covariate and mediator-covariate product terms in mediator and outcome regression models). It also accommodates the original ‘SAS’ macro (can be found at Dr. VanderWeele’s Tools and Tutorials) and PROC CAUSALMED procedure in ‘SAS’ when there is no effect measure modification. Linear and logistic models are supported for the mediator model. Linear, logistic, loglinear, Poisson, negative binomial, Cox, and accelerated failure time (exponential and Weibull) models are supported for the outcome model.

To cite this software, please use: regmedint (v1.0.0; Yoshida, Li, & Mathur, 2021)

Implemented models

The following grid of models are implemented. yreg refers to the outcome model and mreg refers to the mediator model.

yreg \\ mreg linear logistic linear :heavy_check_mark: :heavy_check_mark: logistic1 :heavy_check_mark: :heavy_check_mark: loglinear :heavy_check_mark:2 :heavy_check_mark:2 poisson :heavy_check_mark: :heavy_check_mark: negbin :heavy_check_mark: :heavy_check_mark: survCox1 :heavy_check_mark: :heavy_check_mark: survAFT exp :heavy_check_mark: :heavy_check_mark: survAFT weibull :heavy_check_mark: :heavy_check_mark: 1 Approximation depends on the rare event assumptions. 2 Implemented as a modified Poisson model (log link with robust variance) as in Z2004. See the corresponding vignettes (Articles on the package website) for how to perform bootstrapping and multiple imputation. Installation ============ For the developmental version on Github, use the following commands to install the package. # install.packages("devtools") # If you do not have devtools already. devtools::install_github("kaz-yos/regmedint") ## ## checking for file ‘/private/var/folders/5m/w191nn3d52bc91mq5_jjgw880000gn/T/RtmpTDYzP5/remotesf00c1976f8fd/kaz-yos-regmedint-43d42e2/DESCRIPTION’ ... ✔ checking for file ‘/private/var/folders/5m/w191nn3d52bc91mq5_jjgw880000gn/T/RtmpTDYzP5/remotesf00c1976f8fd/kaz-yos-regmedint-43d42e2/DESCRIPTION’ ## ─ preparing ‘regmedint’: ## checking DESCRIPTION meta-information ... ✔ checking DESCRIPTION meta-information ## ─ checking for LF line-endings in source and make files and shell scripts ## ─ checking for empty or unneeded directories ## Removed empty directory ‘regmedint/man/figures’ ## ─ building ‘regmedint_1.0.0.tar.gz’ ## ## The CRAN version can be installed as follows. install.packages("regmedint") Data Example ============ We use `VV2015` dataset for demonstration. library(regmedint) data(vv2015) `regmedint()` to fit models --------------------------- The `regmedint` function is the user interface for constructing a result object of class `regmedint`. The interface is similar to the original SAS macro. For survival outcomes, the indicator variable is an event indicator (1 for event, 0 for censoring). `c_cond` vector is required be specified. This vector is the vector of covariate values at which the conditional effects are evaluated at. 1. When there is no effect measure modification by covariates, `emm_ac_mreg = NULL`, `emm_ac_yreg = NULL`, `emm_mc_yreg = NULL`. regmedint_obj1 <- regmedint(data = vv2015, ## Variables yvar = "y", avar = "x", mvar = "m", cvar = c("c"), eventvar = "event", ## Values at which effects are evaluated a0 = 0, a1 = 1, m_cde = 1, c_cond = 3, ## Model types mreg = "logistic", yreg = "survAFT_weibull", ## Additional specification interaction = TRUE, casecontrol = FALSE) summary(regmedint_obj1) ## ### Mediator model ## ## Call: ## glm(formula = m ~ x + c, family = binomial(link = "logit"), data = data) ## ## Deviance Residuals: ## Min 1Q Median 3Q Max ## -1.5143 -1.1765 0.9177 1.1133 1.4602 ## ## Coefficients: ## Estimate Std. Error z value Pr(>|z|) ## (Intercept) -0.3545 0.3252 -1.090 0.276 ## x 0.3842 0.4165 0.922 0.356 ## c 0.2694 0.2058 1.309 0.191 ## ## (Dispersion parameter for binomial family taken to be 1) ## ## Null deviance: 138.59 on 99 degrees of freedom ## Residual deviance: 136.08 on 97 degrees of freedom ## AIC: 142.08 ## ## Number of Fisher Scoring iterations: 4 ## ## ### Outcome model ## ## Call: ## survival::survreg(formula = Surv(y, event) ~ x + m + x:m + c, ## data = data, dist = "weibull") ## Value Std. Error z p ## (Intercept) -1.0424 0.1903 -5.48 0.000000043 ## x 0.4408 0.3008 1.47 0.14 ## m 0.0905 0.2683 0.34 0.74 ## c -0.0669 0.0915 -0.73 0.46 ## x:m 0.1003 0.4207 0.24 0.81 ## Log(scale) -0.0347 0.0810 -0.43 0.67 ## ## Scale= 0.966 ## ## Weibull distribution ## Loglik(model)= -11.4 Loglik(intercept only)= -14.5 ## Chisq= 6.31 on 4 degrees of freedom, p= 0.18 ## Number of Newton-Raphson Iterations: 5 ## n= 100 ## ## ### Mediation analysis ## est se Z p lower upper ## cde 0.541070807 0.29422958 1.8389409 0.06592388 -0.03560858 1.11775019 ## pnde 0.505391952 0.21797147 2.3186151 0.02041591 0.07817572 0.93260819 ## tnie 0.015988820 0.03171597 0.5041252 0.61417338 -0.04617334 0.07815098 ## tnde 0.513662425 0.22946248 2.2385465 0.02518544 0.06392423 0.96340062 ## pnie 0.007718348 0.02398457 0.3218047 0.74760066 -0.03929055 0.05472725 ## te 0.521380773 0.22427066 2.3247837 0.02008353 0.08181835 0.96094319 ## pm 0.039039346 0.07444080 0.5244348 0.59997616 -0.10686194 0.18494063 ## ## Evaluated at: ## avar: x ## a1 (intervened value of avar) = 1 ## a0 (reference value of avar) = 0 ## mvar: m ## m_cde (intervend value of mvar for cde) = 1 ## cvar: c ## c_cond (covariate vector value) = 3 ## ## Note that effect estimates can vary over m_cde and c_cond values when interaction = TRUE. 1. When there is effect measure modification by covariates, `emm_ac_mreg`, `emm_ac_yreg` and `emm_mc_yreg` can take a sub-vector of covariates in `cvar`. regmedint_obj2 <- regmedint(data = vv2015, ## Variables yvar = "y", avar = "x", mvar = "m", cvar = c("c"), emm_ac_mreg = c("c"), emm_ac_yreg = c("c"), emm_mc_yreg = c("c"), eventvar = "event", ## Values at which effects are evaluated a0 = 0, a1 = 1, m_cde = 1, c_cond = 3, ## Model types mreg = "logistic", yreg = "survAFT_weibull", ## Additional specification interaction = TRUE, casecontrol = FALSE) summary(regmedint_obj2) ## ### Mediator model ## ## Call: ## glm(formula = m ~ x + c + x:c, family = binomial(link = "logit"), ## data = data) ## ## Deviance Residuals: ## Min 1Q Median 3Q Max ## -1.5689 -1.1585 0.8925 1.1242 1.4342 ## ## Coefficients: ## Estimate Std. Error z value Pr(>|z|) ## (Intercept) -0.32727 0.34979 -0.936 0.349 ## x 0.30431 0.56789 0.536 0.592 ## c 0.24085 0.24688 0.976 0.329 ## x:c 0.09216 0.44624 0.207 0.836 ## ## (Dispersion parameter for binomial family taken to be 1) ## ## Null deviance: 138.59 on 99 degrees of freedom ## Residual deviance: 136.04 on 96 degrees of freedom ## AIC: 144.04 ## ## Number of Fisher Scoring iterations: 4 ## ## ### Outcome model ## ## Call: ## survival::survreg(formula = Surv(y, event) ~ x + m + x:m + c + ## x:c + m:c, data = data, dist = "weibull") ## Value Std. Error z p ## (Intercept) -0.9959 0.2071 -4.81 0.0000015 ## x 0.4185 0.3354 1.25 0.21 ## m -0.0216 0.3112 -0.07 0.94 ## c -0.1339 0.1405 -0.95 0.34 ## x:m 0.0905 0.4265 0.21 0.83 ## x:c 0.0327 0.2242 0.15 0.88 ## m:c 0.1275 0.1861 0.69 0.49 ## Log(scale) -0.0406 0.0814 -0.50 0.62 ## ## Scale= 0.96 ## ## Weibull distribution ## Loglik(model)= -11.1 Loglik(intercept only)= -14.5 ## Chisq= 6.78 on 6 degrees of freedom, p= 0.34 ## Number of Newton-Raphson Iterations: 5 ## n= 100 ## ## ### Mediation analysis ## est se Z p lower upper ## cde 0.60705735 0.52594922 1.1542128 0.2484129 -0.4237842 1.6378989 ## pnde 0.57902523 0.51447701 1.1254638 0.2603926 -0.4293312 1.5873816 ## tnie 0.05333600 0.10591830 0.5035579 0.6145721 -0.1542601 0.2609321 ## tnde 0.58889505 0.51488644 1.1437377 0.2527324 -0.4202638 1.5980539 ## pnie 0.04346618 0.09107534 0.4772552 0.6331804 -0.1350382 0.2219706 ## te 0.63236123 0.52776615 1.1981845 0.2308452 -0.4020414 1.6667639 ## pm 0.11082259 0.20960355 0.5287248 0.5969964 -0.2999928 0.5216380 ## ## Evaluated at: ## avar: x ## a1 (intervened value of avar) = 1 ## a0 (reference value of avar) = 0 ## mvar: m ## m_cde (intervend value of mvar for cde) = 1 ## cvar: c ## c_cond (covariate vector value) = 3 ## ## Note that effect estimates can vary over m_cde and c_cond values when interaction = TRUE. `summary()` to examine extended results --------------------------------------- The `summary` method gives the summary for `mreg`, `yreg`, and mediation analysis results. The `exponentiate` option will add the exponentiated estimate and confidence limits if the outcome model is not a linear model. The pure natural direct effect (`pnde`) is what is typically called the natural direct effect (NDE). The total natural indirect effect (`tnie`) is the corresponding natural indirect effect (NIE). summary(regmedint_obj2, exponentiate = TRUE) ## ### Mediator model ## ## Call: ## glm(formula = m ~ x + c + x:c, family = binomial(link = "logit"), ## data = data) ## ## Deviance Residuals: ## Min 1Q Median 3Q Max ## -1.5689 -1.1585 0.8925 1.1242 1.4342 ## ## Coefficients: ## Estimate Std. Error z value Pr(>|z|) ## (Intercept) -0.32727 0.34979 -0.936 0.349 ## x 0.30431 0.56789 0.536 0.592 ## c 0.24085 0.24688 0.976 0.329 ## x:c 0.09216 0.44624 0.207 0.836 ## ## (Dispersion parameter for binomial family taken to be 1) ## ## Null deviance: 138.59 on 99 degrees of freedom ## Residual deviance: 136.04 on 96 degrees of freedom ## AIC: 144.04 ## ## Number of Fisher Scoring iterations: 4 ## ## ### Outcome model ## ## Call: ## survival::survreg(formula = Surv(y, event) ~ x + m + x:m + c + ## x:c + m:c, data = data, dist = "weibull") ## Value Std. Error z p ## (Intercept) -0.9959 0.2071 -4.81 0.0000015 ## x 0.4185 0.3354 1.25 0.21 ## m -0.0216 0.3112 -0.07 0.94 ## c -0.1339 0.1405 -0.95 0.34 ## x:m 0.0905 0.4265 0.21 0.83 ## x:c 0.0327 0.2242 0.15 0.88 ## m:c 0.1275 0.1861 0.69 0.49 ## Log(scale) -0.0406 0.0814 -0.50 0.62 ## ## Scale= 0.96 ## ## Weibull distribution ## Loglik(model)= -11.1 Loglik(intercept only)= -14.5 ## Chisq= 6.78 on 6 degrees of freedom, p= 0.34 ## Number of Newton-Raphson Iterations: 5 ## n= 100 ## ## ### Mediation analysis ## est se Z p lower upper exp(est) exp(lower) exp(upper) ## cde 0.60705735 0.52594922 1.1542128 0.2484129 -0.4237842 1.6378989 1.835024 0.6545651 5.144349 ## pnde 0.57902523 0.51447701 1.1254638 0.2603926 -0.4293312 1.5873816 1.784298 0.6509443 4.890926 ## tnie 0.05333600 0.10591830 0.5035579 0.6145721 -0.1542601 0.2609321 1.054784 0.8570491 1.298139 ## tnde 0.58889505 0.51488644 1.1437377 0.2527324 -0.4202638 1.5980539 1.801996 0.6568735 4.943403 ## pnie 0.04346618 0.09107534 0.4772552 0.6331804 -0.1350382 0.2219706 1.044425 0.8736825 1.248535 ## te 0.63236123 0.52776615 1.1981845 0.2308452 -0.4020414 1.6667639 1.882049 0.6689530 5.295005 ## pm 0.11082259 0.20960355 0.5287248 0.5969964 -0.2999928 0.5216380 NA NA NA ## ## Evaluated at: ## avar: x ## a1 (intervened value of avar) = 1 ## a0 (reference value of avar) = 0 ## mvar: m ## m_cde (intervend value of mvar for cde) = 1 ## cvar: c ## c_cond (covariate vector value) = 3 ## ## Note that effect estimates can vary over m_cde and c_cond values when interaction = TRUE. Use `coef` to extract the mediation analysis results only. coef(summary(regmedint_obj2, exponentiate = TRUE)) ## est se Z p lower upper exp(est) exp(lower) exp(upper) ## cde 0.60705735 0.52594922 1.1542128 0.2484129 -0.4237842 1.6378989 1.835024 0.6545651 5.144349 ## pnde 0.57902523 0.51447701 1.1254638 0.2603926 -0.4293312 1.5873816 1.784298 0.6509443 4.890926 ## tnie 0.05333600 0.10591830 0.5035579 0.6145721 -0.1542601 0.2609321 1.054784 0.8570491 1.298139 ## tnde 0.58889505 0.51488644 1.1437377 0.2527324 -0.4202638 1.5980539 1.801996 0.6568735 4.943403 ## pnie 0.04346618 0.09107534 0.4772552 0.6331804 -0.1350382 0.2219706 1.044425 0.8736825 1.248535 ## te 0.63236123 0.52776615 1.1981845 0.2308452 -0.4020414 1.6667639 1.882049 0.6689530 5.295005 ## pm 0.11082259 0.20960355 0.5287248 0.5969964 -0.2999928 0.5216380 NA NA NA Note that the estimates can be re-evaluated at different `m_cde` and `c_cond` without re-fitting the underlyng models. coef(summary(regmedint_obj2, exponentiate = TRUE, m_cde = 0, c_cond = 5)) ## est se Z p lower upper exp(est) exp(lower) exp(upper) ## cde 0.58192722 1.0143233 0.5737098 0.5661642 -1.4061100 2.5699644 1.789484 0.2450949 13.065360 ## pnde 0.65642157 0.9349234 0.7021127 0.4826089 -1.1759946 2.4888377 1.927881 0.3085120 12.047265 ## tnie 0.07541287 0.1873908 0.4024363 0.6873630 -0.2918664 0.4426921 1.078329 0.7468683 1.556893 ## tnde 0.66420100 0.9330958 0.7118251 0.4765731 -1.1646332 2.4930352 1.942937 0.3120371 12.097940 ## pnie 0.06763343 0.1720653 0.3930683 0.6942690 -0.2696084 0.4048753 1.069973 0.7636785 1.499116 ## te 0.73183444 0.9597352 0.7625379 0.4457390 -1.1492119 2.6128808 2.078891 0.3168864 13.638283 ## pm 0.13996739 0.3295286 0.4247503 0.6710187 -0.5058969 0.7858316 NA NA NA Formulas ======== See [here](https://osf.io/d4brv/) for the following formulas. Effect formulas in the supplementary document --------------------------------------------- yreg \\ mreg linear logistic linear Formulas (1) - (5) Formulas (11) - (15) logistic Formulas (21) - (25) Formulas (31) - (35) loglinear Formulas (21) - (25) Formulas (31) - (35) poisson Formulas (21) - (25) Formulas (31) - (35) negbin Formulas (21) - (25) Formulas (31) - (35) survCox Formulas (21) - (25) Formulas (31) - (35) survAFT exp Formulas (21) - (25) Formulas (31) - (35) survAFT weibull Formulas (21) - (25) Formulas (31) - (35) Standard error formulas in the supplementary document ----------------------------------------------------- yreg \\ mreg linear logistic linear Formulas (6) - (10) Formulas (16) - (20) logistic Formulas (26) - (30) Formulas (36) - (40) loglinear Formulas (26) - (30) Formulas (36) - (40) poisson Formulas (26) - (30) Formulas (36) - (40) negbin Formulas (26) - (30) Formulas (36) - (40) survCox Formulas (26) - (30) Formulas (36) - (40) survAFT exp Formulas (26) - (30) Formulas (36) - (40) survAFT weibull Formulas (26) - (30) Formulas (36) - (40) Note: The point estimate and standard error formulas (multivariate delta method) were derived based on the following references. - V2015: VanderWeele (2015) Explanation in Causal Inference. - VV2013A: Valeri & VanderWeele (2013) Appendix - VV2015A: Valeri & VanderWeele (2015) Appendix Effect formulas are based on the following propositions ------------------------------------------------------- yreg \\ mreg linear logistic linear V2015 p466 Proposition 2.3 V2015 p471 Proposition 2.5 logistic V2015 p468 Proposition 2.4 V2015 p473 Proposition 2.6 loglinear VV2013A p8 Use Proposition 2.4 VV2013A p8 Use Proposition 2.6 poisson VV2013A p8 Use Proposition 2.4 VV2013A p8 Use Proposition 2.6 negbin VV2013A p8 Use Proposition 2.4 VV2013A p8 Use Proposition 2.6 survCox V2015 p496 Proposition 4.4 (Use 2.4) V2015 p499 Proposition 4.6 (Use 2.6) survAFT exp V2015 p494 Proposition 4.1 (Use 2.4) V2015 p495 Proposition 4.3 (Use 2.6) survAFT weibull V2015 p494 Proposition 4.1 (Use 2.4) V2015 p495 Proposition 4.3 (Use 2.6) Standard error formulas are based on the following propositions --------------------------------------------------------------- yreg \\ mreg linear logistic linear V2015 p466 Proposition 2.3 V2015 p471 Proposition 2.5 logistic V2015 p468 Proposition 2.4 V2015 p473 Proposition 2.6 loglinear VV2013A p8 Use Proposition 2.4 VV2013A p8 Use Proposition 2.6 poisson VV2013A p8 Use Proposition 2.4 VV2013A p8 Use Proposition 2.6 negbin VV2013A p8 Use Proposition 2.4 VV2013A p8 Use Proposition 2.6 survCox V2015 p496 Use Proposition 2.4 V2015 p499 Use Proposition 2.6 survAFT exp V2015 p494 Use Proposition 2.4 V2015 p495 Use Proposition 2.6 survAFT weibull V2015 p494 Use Proposition 2.4 V2015 p495 Use Proposition 2.6 Similar or related projects for counterfactual-based causal mediation analysis ============================================================================== R - - mediation (simulation-based): - medflex (natural effect model): - intmed (interventional analogue): - CMAverse (regression-based approach, weighting-based approach, inverse odd-ratio weighting, natural effect model, marginal structural model, g-formula approach): - mediator (regression-based): - causalMediation (regression-based): Other statistical environment ----------------------------- - SAS macro (original regression-based) - SAS PROC CAUSALMED (regression-based) References ========== - V2015: VanderWeele (2015) Explanation in Causal Inference. - VV2013: Valeri & VanderWeele (2013) Psych Method. 18:137. - VV2015: Valeri & VanderWeele (2015) Epidemiology. 26:e23. - Z2004: Zou (2004) Am J Epidemiol 159:702.

kaz-yos/regmedint documentation built on Jan. 27, 2024, 10:39 a.m.