Nonparametric bounds in two‐sample summary‐data Mendelian randomization: Some cautionary tales for practice

Recently, in genetic epidemiology, Mendelian randomization (MR) has become a popular approach to estimate causal exposure effects by using single nucleotide polymorphisms from genome‐wide association studies (GWAS) as instruments. The most popular type of MR study, a two‐sample summary‐data MR study, relies on having summary statistics from two independent GWAS and using parametric methods for estimation. However, little is understood about using a nonparametric bound‐based analysis, a popular approach in traditional instrumental variables frameworks, to study causal effects in two‐sample MR. In this article, we explore using a nonparametric, bound‐based analysis in two‐sample MR studies, focusing primarily on implications for practice. We also propose a framework to assess how likely one can obtain more informative bounds if we used a different MR design, notably a one‐sample MR design. We conclude by demonstrating our findings through two real data analyses concerning the causal effect of smoking on lung cancer and the causal effect of high cholesterol on heart attacks. Overall, our results suggest that while a bound‐based analysis may be appealing due to its nonparametric nature, it is far more conservative in two‐sample settings than in one‐sample settings to get informative bounds on the causal exposure effect.