Published online by Cambridge University Press: 01 January 2025
Traditional mediation analysis assumes that a study population is homogeneous and the mediation effect is constant over time, which may not hold in some applications. Motivated by smoking cessation data, we propose a latent class dynamic mediation model that explicitly accounts for the fact that the study population may consist of different subgroups and the mediation effect may vary over time. We use a proportional odds model to accommodate the subject heterogeneities and identify latent subgroups. Conditional on the subgroups, we employ a Bayesian hierarchical nonparametric time-varying coefficient model to capture the time-varying mediation process, while allowing each subgroup to have its individual dynamic mediation process. A simulation study shows that the proposed method has good performance in estimating the mediation effect. We illustrate the proposed methodology by applying it to analyze smoking cessation data.
Electronic supplementary material The online version of this article (https://doi.org/10.1007/s11336-018-09653-2) contains supplementary material, which is available to authorized users.