Evaluation and validation of biological, social and psychological markers: identification and assumptions for instrumental variables estimation - mechanisms evaluation in stratified medicine

Complex intervention trials involve evaluating social and psychological markers as potential prognostic factors, moderators, mediators or candidate surrogate outcomes. We focus on using such markers to assess treatment-effect mediation in the presence of measurement errors, hidden confounding (selection effects) between post-randomisation markers and outcomes and missing data. Instrumental variable methods provide unbiased estimates at the expense of precision, but model identification using more-informative and more-realistic models requires potentially invalid assumptions. In particular, aside from imposing parametric structure, they require: moderation of treatment effects on markers by covariates but no moderation of the direct effect of treatment on outcome, equivalent to using covariate by treatment interactions as instrumental variables; no moderation of effects of marker on outcome by covariates; and no marker by treatment interactions on the direct effect of treatment on outcome. Further, considering the unmeasured confounder as a post-randomisation rather than baseline variable we consider the effect on estimation procedures if the confounder is directly influenced by treatment. We perform Monte Carlo simulation studies under a variety of scenarios involving selection effects, measurement error and imperfect prediction of markers. We weaken these identifying assumptions in turn, and allow treatment to predict the post-randomisation confounder in two ways: a mean change between the treatment groups, and by independently introducing heteroskedasticity. Using these results we provide recommendations concerning informative designs and on corresponding sample size requirements for marker evaluation in complex intervention trials. We illustrate how the methods can be implemented using a randomised trial of cognitive behaviour therapy in psychosis.