Using instrumental variables to address unmeasured confounding in causal mediation analysis.

Mediation analysis is a strategy for understanding the mechanisms by which interventions affect later outcomes. However, unobserved confounding concerns may be compounded in mediation analyses, as there may be unobserved exposure-outcome, exposure-mediator, and mediator-outcome confounders. Instrumental variables (IVs) are a popular identification strategy in the presence of unobserved confounding. However, in contrast to the rich literature on the use of IV methods to identify and estimate a total effect of a non-randomized exposure, there has been almost no research into using IV as an identification strategy to identify mediational indirect effects. In response, we define and nonparametrically identify novel estimands-double complier interventional direct and indirect effects-when 2, possibly related, IVs are available, one for the exposure and another for the mediator. We propose nonparametric, robust, efficient estimators for these effects and apply them to a housing voucher experiment.