COMMA Notation Guide

This guide is designed to summarize key notation and quantities used the COMMA R Package and associated publications.

Term Definition Description
X Predictor matrix for the true mediator and outcome.
C Covariate matrix for the true mediator and outcome.
Z Predictor matrix for the observed mediator, conditional on the true mediator
Y Outcome variable.
M M ∈ {1, 2} True binary mediator. Reference category is 2.
mij 𝕀{Mi = j} Indicator for the true binary mediator.
M* M* ∈ {1, 2} Observed binary mediator. Reference category is 2.
mi* 𝕀{Mi* = ℓ} Indicator for the observed binary mediator.
True Mediator Mechanism logit{P(M = 1|X, C; β)} = β0 + βXX + βCC Relationship between X and C and the true mediator, M.
Observed Mediator Mechanism logit{P(M* = 1|M = m, Z; γ)} = γ1m0 + γ1mZZ Relationship between Z and the observed mediator, M*, given the true mediator M.
Outcome Mechanism E(Y|X, C, M; θ)} = θ0 + θXX + θCCθMM + θXMXM Relationship between X, C, and M and the outcome of interest Y.
πij $P(M_i = j | X, C ; \beta) = \frac{\text{exp}\{\beta_{j0} + \beta_{jX} X_i + \beta_{jC} C_i\}}{1 + \text{exp}\{\beta_{j0} + \beta_{jX} X_i + \beta_{jC} C_i\}}$ Response probability for individual i’s true mediator category.
πij* $P(M^*_i = \ell | M_i = j, Z ; \gamma) = \frac{\text{exp}\{\gamma_{\ell j 0} + \gamma_{ \ell jZ} Z_i\}}{1 + \text{exp}\{\gamma_{\ell j0} + \gamma_{kjZ} Z_i\}}$ Response probability for individual i’s observed mediator category, conditional on the true mediator.
πi* $P(M^*_i = \ell | M_i, X, Z ; \gamma) = \sum_{j = 1}^2 \pi^*_{i \ell j} \pi_{ij}$ Response probability for individual i’s observed mediator cateogry.
πjj* $P(M^* = j | M = j, Z ; \gamma) = \sum_{i = 1}^N \pi^*_{ijj}$ Average probability of correct classification for category j.
Sensitivity $P(M^* = 1 | M = 1, Z ; \gamma) = \sum_{i = 1}^N \pi^*_{i11}$ True positive rate. Average probability of observing mediator k = 1, given the true mediator j = 1.
Specificity $P(M^* = 2 | M = 2, Z ; \gamma) = \sum_{i = 1}^N \pi^*_{i22}$ True negative rate. Average probability of observing mediator k = 2, given the true mediator j = 2.
βX Association parameter of interest in the true mediator mechanism.
γ11Z Association parameter of interest in the observed mediator mechanism, given j = 1.
γ12Z Association parameter of interest in the observed mediator mechanism, given j = 2.
θX Association parameter of interest in the outcome mechanism.
θM Association parameter relating the true mediator to the outcome.
θXM Association parameter for the interaction between X and M in the outcome mechanism.