Time-Varying Path-Specific Direct and Indirect Effects: A Novel Approach to Examine Dynamic Behavioral Processes with Application to Smoking Cessation

Behavioral processes are often complex, and vary over time, requiring intensive longitudinal data to effectively capture the dynamic elements involved. For example, examining daily socio-behavioral and treatment adherence data collected during a smoking quit attempt, can reveal how, when, and why withdrawal symptoms change, offering insight into critical windows of relapse-risk in the cessation process. However, analytical methods (e.g., time-varying causal mediation methods), that can translate such intensive longitudinal data into time-varying causal effects remain limited, hindering a deeper understanding of these dynamic behavioral processes. We propose a new approach, augmented mediational g-formula with a two-step estimation strategy, to estimate time-varying causal (in)direct effects. Its performance was evaluated <i>via</i> simulation, comparing bias, precision, and alignment with the product-of-coefficients approach. The optimal approach identified by the simulation study was applied to data from the Wisconsin Smokers' Health Study II, for assessing the effect of randomized pharmacological treatment assignment (exposure) on daily smoking cessation outcome(s), mediated <i>via</i> daily treatment adherence, in the presence of a time-varying confounder (daily stress). Daily stress was due to social contextual factors but not affected by the exposure. Within its scope, this study serves as a preliminary framework for studying the causal structure of time-varying bio-behavioral processes.