Ratio of Mediator Probability Weighting for Estimating Natural Direct and Indirect Effects
This paper addresses the sensitivity of natural direct and indirect effect estimation to outcome model misspecification in settings with treatment–mediator interactions and high-dimensional confounders. We propose a fully nonparametric mediation decomposition method. Our core contribution is the first development of a *ratio-of-mediator-probability-weighting* (RMPW) framework, which entirely avoids reliance on outcome modeling, imposes no assumptions about treatment–mediator interaction, and makes no parametric or functional-form assumptions about the outcome distribution. The method integrates propensity-score-based stratified nonparametric weight estimation, nonparametric approximation of counterfactual mediator distributions, and marginal mean weighting to ensure unbiasedness, robustness, and consistency. It accommodates large-scale pre-treatment covariates and has been implemented in open-source Stata and R packages. By eliminating outcome-model dependence and relaxing key identification assumptions, our approach substantially broadens the applicability of causal mediation analysis to complex real-world settings.