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Single-world assumptions do not identify natural effects

Statement refuted

The observed law of (A,M,Y) identifies the natural direct and indirect effects whenever treatment is randomized, consistency and treatment/mediator positivity hold, and the same-world mediator–outcome independences Y(a,m)⊥ ⁣ ⁣ ⁣⊥M(a) hold for each a,m, even without a cross-world restriction.

Facts & Assumptions

Given: The definitions of the natural effects, the single-world conditions in the statement, and the definition of identifiability.

[F1]

NDE⁡(a,a′)=E[Y(a,M(a′))−Y(a′,M(a′))] and NIE⁡(a,a′)=E[Y(a,M(a))−Y(a,M(a′))]. Controlled and natural mediation effects

[F2]

Identifiability requires the target to be constant over all full-data laws with the same observed-data law. Identifiability of an estimand

[F3]

The standard formula's additional cross-world restriction is Y(a,m)⊥ ⁣ ⁣ ⁣⊥M(a′)∣σ(L), which is not one of the single-world assumptions stated above. Assumptions for identifying natural effects

Counterexample

Given: Binary treatment A, mediator M, and outcome Y.

1.1givenconstruct

In model I, let A,M(0),M(1),V be independent fair Bernoulli variables. In model II, let A,M(1),V be independent fair Bernoulli variables and set M(0)=V. In both models define Y(0,m)=0 and Y(1,m)=1{V=m} for m∈{0,1}. Potential responses define observed M=M(A) and Y=Y(A,M(A)), so consistency holds; treatment is randomized and both mediator values have probability 1/2 in each treatment arm.

2.1step 1.1algebra

Under A=0, Y=0 and M(0) is fair in both models. Under A=1, M(1) is fair and independent of V in both models, so Y=1{V=M(1)} is fair and independent of M(1). Thus the conditional observed laws of (M,Y) agree in each treatment arm, and the randomized treatment law is the same; the two models have identical observed laws of (A,M,Y).

2.2F3step 1.1algebra

The same-world independence holds in both models: for a=0 the outcome response Y(0,m) is constant; for a=1, Y(1,m) is a function of V and M(1) is independent of V. In model I, M(0) is independent of every Y(1,m); in model II, M(0)=V makes Y(1,m) dependent on M(0), so the cross-world restriction in [F3] differs.

2.3F1step 1.1algebra

In model I, E[Y(1,M(0))]=1/2 and E[Y(1,M(1))]=1/2; in model II, E[Y(1,M(0))]=1 and E[Y(1,M(1))]=1/2. Both models have E[Y(0,M(0))]=0. By [F1], the natural-effect pairs are (1/2,0) in model I and (1,−1/2) in model II, in the order (NDE, NIE).

3.1F2step 2.1step 2.3∎

The two compatible full-data laws have the same observed law but different natural effects by step 2.3. Therefore the target is not constant on the observational equivalence class in [F2], refuting the stated claim.

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