An exact regression‐based approach for the estimation of natural direct and indirect effects with a binary outcome and a continuous mediator

In the causal mediation framework, a number of parametric regression‐based approaches have been introduced in recent years for estimating natural direct and indirect effects for a binary outcome in an exact manner, without invoking simplifying assumptions based on the rareness or commonness of the outcome. However, most of these works have focused on a binary mediator. In this article, we aim at a continuous mediator and introduce an exact approach for the estimation of natural effects on the odds ratio, risk ratio, and risk difference scales. Our approach relies on logistic and linear models for the outcome and mediator, respectively, and uses numerical integration to calculate the nested counterfactual probabilities underlying the definition of natural effects. Formulas for the delta method standard errors for all effects estimators are provided. The performance of our proposed exact estimators was evaluated in simulation studies that featured scenarios with different levels of outcome rareness/commonness, including a marginally but not conditionally rare outcome scenario. Furthermore, we evaluated the merit of Firth's penalization to mitigate the bias in the logistic regression coefficients estimators for the smallest outcome prevalences and sample sizes investigated. Using a SAS macro provided, we implemented our approach to assess the effect of placental abruption on low birth weight mediated by gestational age. We found that our exact natural effects estimators worked properly in both simulated and real data applications.