Causal Mediation Analysis with a Time-Dependent Mediator, Time-Dependent Confounders and a Time-to-Event Outcome: Revisiting the Difference Method

๐Ÿ“… 2026-08-13
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Estimating causal mediation effects remains challenging in complex longitudinal settings involving time-varying mediators, time-dependent confounders, and time-to-event outcomes. This study systematically evaluates, for the first time, the applicability and limitations of difference methods in such contexts and compares them with the parametric mediation g-formula. By integrating Cox, Aalen, and accelerated failure time (AFT) models to handle time-varying covariates, the analysis reveals that the Aalen-based difference method yields unbiased estimates in the absence of treatment-induced time-dependent confounding; the Cox-based difference method is approximately unbiased only under rare outcomes; and the AFT-based difference method is generally biased due to non-collapsibility. In contrast, the g-formula consistently produces unbiased estimates across all scenarios. This work clarifies the key assumptions and sources of bias underlying difference methods, offering methodological guidance for mediation analysis with complex survival data.
๐Ÿ“ Abstract
Mediation analysis is a powerful tool to decompose treatment effects into direct and indirect components, enabling explanations of total treatment effects in a formal statistical framework. However, applying such analyses to settings with time-to-event outcomes, time-dependent mediators and confounders remains challenging. Existing methods are statistically complex, computationally intensive, and rarely available in user-friendly software. The difference method offers a simple alternative, but its performance in this setting has not been systematically evaluated. We conducted a simulation study and real-world data analysis to fill this gap in the literature. Using Cox proportional hazards, Aalen additive hazards, and accelerated failure time (AFT) models with time-varying covariates, the difference method was compared across different data generation processes with time-dependent mediators and confounders, focusing on bias in estimated indirect effects. The parametric mediational g-formula was used as benchmark comparator. If correctly specified, the Aalen model based difference method produced unbiased estimates in the absence of a time-dependent confounder that was directly caused by the treatment. Similar results were obtained when using the Cox model based difference with rare outcomes, but not with common outcomes. The AFT model based difference method was biased in almost all scenarios, due to collapsibility issues. Only the parametric mediational g-formula was unbiased in all scenarios. In contrast to specialized methods, the difference method requires additional, often unrealistic, assumptions, such as the absence of a direct causal relationship of the treatment on time-dependent confounders. If those assumptions hold, however, it may be used as a simple and efficient alternative.
Problem

Research questions and friction points this paper is trying to address.

causal mediation analysis
time-dependent mediator
time-dependent confounder
time-to-event outcome
indirect effect
Innovation

Methods, ideas, or system contributions that make the work stand out.

causal mediation analysis
time-dependent mediator
difference method
survival outcome
mediational g-formula
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Robin Denz
Ruhr-University Bochum, Department of Medical Informatics, Biometry and Epidemiology
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Nina Timmesfeld
Ruhr-University Bochum, Department of Medical Informatics, Biometry and Epidemiology