Abstract
We assess several approaches in a comprehensive benchmark on simulated data.
Our results show that advanced statistical approaches such as the multiply robust and the double machine learning estimators achieve good performances in most of the simulated settings and on real data. As an example of application, we propose a thorough analysis of factors known to influence cognitive functions to assess if the mechanism involves modifications in brain morphology using the UK Biobank brain imaging cohort. This analysis shows that for several physiological factors, such as hypertension and obesity, a substantial part of the effect is mediated by changes in the brain structure. This work provides guidance to the practitioner from the formulation of a valid causal mediation problem, including the verification of the identification assumptions, to the choice of an adequate estimator.