The CAUSALMED Procedure

Example 38.2 Evaluating Controlled Direct Effects and Conditional Mediation Effects

(View the complete code for this example.)

This example continues the analysis of Example 38.1; it illustrates the use of the EVALUATE statement for computing controlled direct effects and mediation effects conditional on covariate values.

The following code includes three EVALUATE statements that assign different values for the mediator Motivation:

proc causalmed data=Cognitive;
   model    CogPerform  = Encourage | Motivation;
   mediator Motivation  = Encourage;
   covar    FamSize SocStatus;
   evaluate 'Default Mean Value of Mediator' Motivation=mean;
   evaluate 'High-Motivation Group' Motivation = 1(SD);
   evaluate 'Low-Motivation Group' Motivation = -1(SD);
run;

The labels, which are enclosed in quotation marks, distinguish the three EVALUATE statements and the output that they produce. The first EVALUATE statement specifies the level of the mediator Motivation as its mean. This happens to be the default level, so you should expect this statement to produce the same evaluation of causal effects that PROC CAUSALMED produces by default. Output 38.2.1 displays the causal mediation effects that are evaluated by default, and Output 38.2.2 displays the causal mediation effects that are evaluated for the mediator level in the first EVALUATE statement. Clearly, these two tables are identical.

Output 38.2.1: Summary of Effects (Default)

Summary of Effects
  Estimate Standard
Error
Wald 95%
Confidence Limits
Z Pr > |Z|
Total Effect 6.8421 0.1430 6.5618 7.1224 47.84 <.0001
Controlled Direct Effect (CDE) 4.1797 0.04696 4.0876 4.2717 89.00 <.0001
Natural Direct Effect (NDE) 4.1509 0.04706 4.0587 4.2432 88.21 <.0001
Natural Indirect Effect (NIE) 2.6912 0.1453 2.4065 2.9759 18.53 <.0001
Percentage Mediated 39.3325 1.3704 36.6465 42.0184 28.70 <.0001
Percentage Due to Interaction 0.4197 0.02367 0.3733 0.4661 17.73 <.0001
Percentage Eliminated 38.9128 1.3574 36.2524 41.5733 28.67 <.0001


Output 38.2.2: Replicating the Default Summary of Effects

Summary of Effects: Default Mean Value of Mediator
  Estimate Standard
Error
Wald 95%
Confidence Limits
Z Pr > |Z|
Total Effect 6.8421 0.1430 6.5618 7.1224 47.84 <.0001
Controlled Direct Effect (CDE) 4.1797 0.04696 4.0876 4.2717 89.00 <.0001
Natural Direct Effect (NDE) 4.1509 0.04706 4.0587 4.2432 88.21 <.0001
Natural Indirect Effect (NIE) 2.6912 0.1453 2.4065 2.9759 18.53 <.0001
Percentage Mediated 39.3325 1.3704 36.6465 42.0184 28.70 <.0001
Percentage Due to Interaction 0.4197 0.02367 0.3733 0.4661 17.73 <.0001
Percentage Eliminated 38.9128 1.3574 36.2524 41.5733 28.67 <.0001


There might be situations in which you want to evaluate the causal effects at other mediator levels. The second and third EVALUATE statements set the mediator level at one standard deviation above and below the mean, respectively. PROC CAUSALMED computes the sample mean and standard deviation (SD) for Motivation and then computes the levels of motivation as

m Superscript asterisk Baseline equals mean plus SD
m Superscript asterisk Baseline equals mean minus SD

These values of m Superscript asterisk are then used to evaluate the various causal mediation effects, which are displayed in Output 38.2.3 and Output 38.2.4.

Output 38.2.3: Evaluation of Effects for the High-Motivation Group

Summary of Effects: High-Motivation Group
  Estimate Standard
Error
Wald 95%
Confidence Limits
Z Pr > |Z|
Total Effect 6.8421 0.1430 6.5618 7.1224 47.84 <.0001
Controlled Direct Effect (CDE) 4.3403 0.04687 4.2484 4.4321 92.60 <.0001
Natural Direct Effect (NDE) 4.1509 0.04706 4.0587 4.2432 88.21 <.0001
Natural Indirect Effect (NIE) 2.6912 0.1453 2.4065 2.9759 18.53 <.0001
Percentage Mediated 39.3325 1.3704 36.6465 42.0184 28.70 <.0001
Percentage Due to Interaction -1.9278 0.08279 -2.0901 -1.7656 -23.29 <.0001
Percentage Eliminated 36.5653 1.3995 33.8224 39.3082 26.13 <.0001


Output 38.2.4: Evaluation of Effects for the Low-Motivation Group

Summary of Effects: Low-Motivation Group
  Estimate Standard
Error
Wald 95%
Confidence Limits
Z Pr > |Z|
Total Effect 6.8421 0.1430 6.5618 7.1224 47.84 <.0001
Controlled Direct Effect (CDE) 4.0190 0.04746 3.9260 4.1121 84.68 <.0001
Natural Direct Effect (NDE) 4.1509 0.04706 4.0587 4.2432 88.21 <.0001
Natural Indirect Effect (NIE) 2.6912 0.1453 2.4065 2.9759 18.53 <.0001
Percentage Mediated 39.3325 1.3704 36.6465 42.0184 28.70 <.0001
Percentage Due to Interaction 2.7671 0.08527 2.6000 2.9343 32.45 <.0001
Percentage Eliminated 41.2603 1.3189 38.6753 43.8454 31.28 <.0001


Output 38.2.3 and Output 38.2.4 show that the total effect remains the same in the two evaluations, as expected. Because the controlled direct effect is defined at a particular level of the mediator level (m Superscript asterisk), it is not surprising that the two evaluations lead to different estimates of the controlled direct effect.

At one standard deviation above the mean of Motivation, the controlled direct effect is 4.34. This is higher than the controlled direct effect at one standard deviation below the mean, which is 4.02. The percentages of the total effect that are due to interaction also differ for the two levels of Motivation. One percentage is –2% and the other is 3%, although both are small and negligible.

You can also use the EVALUATE statement to evaluate causal mediation effects for particular target groups. The following EVALUATE statements estimate causal mediation effects for small families (FamSize=3) and large families (FamSize=7):

proc causalmed data=Cognitive;
   model    CogPerform  = Encourage | Motivation;
   mediator Motivation  = Encourage;
   covar    FamSize SocStatus;
   evaluate 'Small Families' FamSize=3;
   evaluate 'Large Families' FamSize=7;
run;

Output 38.2.5 and Output 38.2.6 display the corresponding effect summaries.

Output 38.2.5: Mediation Effects Conditional on Small Families

Summary of Effects: Small Families
  Estimate Standard
Error
Wald 95%
Confidence Limits
Z Pr > |Z|
Total Effect 6.8495 0.1423 6.5705 7.1285 48.12 <.0001
Controlled Direct Effect (CDE) 4.1797 0.04696 4.0876 4.2717 89.00 <.0001
Natural Direct Effect (NDE) 4.1584 0.04707 4.0661 4.2506 88.34 <.0001
Natural Indirect Effect (NIE) 2.6912 0.1453 2.4065 2.9759 18.53 <.0001
Percentage Mediated 39.2900 1.3732 36.5985 41.9815 28.61 <.0001
Percentage Due to Interaction 0.5273 0.02278 0.4826 0.5719 23.15 <.0001
Percentage Eliminated 38.9788 1.3492 36.3344 41.6233 28.89 <.0001


Output 38.2.6: Mediation Effects Conditional on Large Families

Summary of Effects: Large Families
  Estimate Standard
Error
Wald 95%
Confidence Limits
Z Pr > |Z|
Total Effect 6.8127 0.1457 6.5271 7.0982 46.77 <.0001
Controlled Direct Effect (CDE) 4.1797 0.04696 4.0876 4.2717 89.00 <.0001
Natural Direct Effect (NDE) 4.1215 0.04717 4.0290 4.2140 87.37 <.0001
Natural Indirect Effect (NIE) 2.6912 0.1453 2.4065 2.9759 18.53 <.0001
Percentage Mediated 39.5025 1.3590 36.8389 42.1662 29.07 <.0001
Percentage Due to Interaction -0.01090 0.07140 -0.1508 0.1290 -0.15 0.8787
Percentage Eliminated 38.6487 1.3905 35.9234 41.3740 27.80 <.0001


The patterns of all causal effects are similar for small families and large families. Small families appear to have a slightly higher total effect. For both groups, the percentage of the total effect that is due to the interaction between Encourage and Motivation is very small. For both groups, about 40% of the total effect is due to the mediation of Motivation.

The next set of EVALUATE statements estimate causal mediation effects for subjects whose social status (SocStatus) is high or low.

proc causalmed data=Cognitive;
   model    CogPerform  = Encourage | Motivation;
   mediator Motivation  = Encourage;
   covar    FamSize SocStatus;
   evaluate 'High Social Status' SocStatus=1(SD);
   evaluate 'Low Social Status'  SocStatus=-1(SD);
run;

Output 38.2.7 and Output 38.2.8 display the corresponding effect summaries.

Output 38.2.7: Mediation Effects Conditional on High Social Status

Summary of Effects: High Social Status
  Estimate Standard
Error
Wald 95%
Confidence Limits
Z Pr > |Z|
Total Effect 6.8894 0.1378 6.6193 7.1595 50.00 <.0001
Controlled Direct Effect (CDE) 4.1797 0.04696 4.0876 4.2717 89.00 <.0001
Natural Direct Effect (NDE) 4.1982 0.04746 4.1052 4.2912 88.47 <.0001
Natural Indirect Effect (NIE) 2.6912 0.1453 2.4065 2.9759 18.53 <.0001
Percentage Mediated 39.0625 1.3935 36.3312 41.7938 28.03 <.0001
Percentage Due to Interaction 1.1031 0.08592 0.9347 1.2715 12.84 <.0001
Percentage Eliminated 39.3321 1.2980 36.7881 41.8760 30.30 <.0001


Output 38.2.8: Mediation Effects Conditional on Low Social Status

Summary of Effects: Low Social Status
  Estimate Standard
Error
Wald 95%
Confidence Limits
Z Pr > |Z|
Total Effect 6.7948 0.1482 6.5043 7.0854 45.84 <.0001
Controlled Direct Effect (CDE) 4.1797 0.04696 4.0876 4.2717 89.00 <.0001
Natural Direct Effect (NDE) 4.1037 0.04733 4.0109 4.1964 86.70 <.0001
Natural Indirect Effect (NIE) 2.6912 0.1453 2.4065 2.9759 18.53 <.0001
Percentage Mediated 39.6062 1.3467 36.9667 42.2457 29.41 <.0001
Percentage Due to Interaction -0.2733 0.1094 -0.4877 -0.05890 -2.50 0.0125
Percentage Eliminated 38.4877 1.4190 35.7066 41.2688 27.12 <.0001


Again, the patterns of all causal effects are similar for both groups. The high social status group appears to have a slightly higher total effect.

You can also combine the specifications of covariates to evaluate specific causal mediation effects. In the following EVALUATE statements, subjects are defined by a combination of levels of FamSize and SocStatus:

proc causalmed data=Cognitive;
   model    CogPerform  = Encourage | Motivation;
   mediator Motivation  = Encourage;
   covar    FamSize SocStatus;
   evaluate 'Most Favorable Environment'  FamSize=-.5(SD) SocStatus=1(SD);
   evaluate 'Least Favorable Environment' FamSize=.5(SD) SocStatus=-1(SD);
run;

The effects labeled 'Most Favorable Environment' are defined by FamSize at 0.5 standard deviation below the mean family size and SocStatus at 1 standard deviation above the mean social status rating. The effects labeled 'Least Favorable Environment' are defined by FamSize at 0.5 standard deviation above the mean family size and SocStatus at 1 standard deviation below the mean social status rating.

Output 38.2.9 and Output 38.2.10 display the corresponding effect summaries.

Output 38.2.9: Mediation Effects Conditional on Most Favorable Environment

Summary of Effects: Most Favorable Environment
  Estimate Standard
Error
Wald 95%
Confidence Limits
Z Pr > |Z|
Total Effect 6.8969 0.1371 6.6281 7.1656 50.29 <.0001
Controlled Direct Effect (CDE) 4.1797 0.04696 4.0876 4.2717 89.00 <.0001
Natural Direct Effect (NDE) 4.2057 0.04755 4.1125 4.2989 88.45 <.0001
Natural Indirect Effect (NIE) 2.6912 0.1453 2.4065 2.9759 18.53 <.0001
Percentage Mediated 39.0202 1.3963 36.2835 41.7570 27.94 <.0001
Percentage Due to Interaction 1.2102 0.09789 1.0183 1.4020 12.36 <.0001
Percentage Eliminated 39.3978 1.2900 36.8694 41.9261 30.54 <.0001


Output 38.2.10: Mediation Effects Conditional on Least Favorable Environment

Summary of Effects: Least Favorable Environment
  Estimate Standard
Error
Wald 95%
Confidence Limits
Z Pr > |Z|
Total Effect 6.7874 0.1489 6.4955 7.0793 45.58 <.0001
Controlled Direct Effect (CDE) 4.1797 0.04696 4.0876 4.2717 89.00 <.0001
Natural Direct Effect (NDE) 4.0962 0.04742 4.0033 4.1891 86.39 <.0001
Natural Indirect Effect (NIE) 2.6912 0.1453 2.4065 2.9759 18.53 <.0001
Percentage Mediated 39.6497 1.3438 37.0160 42.2835 29.51 <.0001
Percentage Due to Interaction -0.3836 0.1222 -0.6231 -0.1441 -3.14 0.0017
Percentage Eliminated 38.4201 1.4276 35.6221 41.2180 26.91 <.0001


The patterns of all causal mediation effects are similar for the two groups. The total effect for 'Most Favorable Environment' is slightly larger than the total effect for 'Least Favorable Environment'.

Together, these evaluations show that about 40% of the effect of parental encouragement on cognitive development is mediated by children’s learning motivation. The interaction effect of parental encouragement and children’s learning motivation is small. And more importantly, these conclusions appear to hold for different family sizes and levels of social status.

For more information about setting the covariate levels, see the EVALUATE statement and the section Evaluating Causal Mediation Effects.

Last updated: December 09, 2022