Causal Mediation Analysis with High-Dimensional Surrogates: Identification, Estimation and Inference under Latent Factor Models

Abstract

Causal mediation analysis is an important tool for understanding how a treatment affects an outcome through intermediate variables referred to as mediators. However, in many applications, these mediators and pre-treatment covariates are not directly observed and are instead measured through noisy, high-dimensional surrogates. Mediation analysis when such latent variables are observed only through these surrogates remains less explored. In this paper, we propose Factor-Adjusted Regression for Mediation Analysis (FARMA), a factor-based framework for estimating direct and indirect effects when either one or both of the mediators and relevant pre-treatment covariates are latent. FARMA uses the surrogate measurements to recover information about the underlying latent variables. Under a latent factor structure, we show that the direct and indirect effects are approximately identified, with an approximation error that vanishes as the surrogate dimensions grow. We further show that our estimator is $\sqrt{n}$-consistent and asymptotically normal. We combine the theory with extensive simulation studies and apply it to data from the Alzheimer's Disease Neuroimaging Initiative (ADNI) study, where we investigate whether the effect of depressive symptoms on cognitive impairment is mediated through the latent process underlying high-dimensional DNA methylation measurements.