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Definition, identification, and estimation of the direct and indirect number needed to treat

  • Valentin Vancak EMAIL logo und Arvid Sjölander
Veröffentlicht/Copyright: 1. Januar 2026

Abstract

Objectives

The number needed to treat (NNT) is a widely used efficacy and effect-size measure in epidemiology and meta-analysis, originally defined as the average number of patients who need be treated to obtain one additional beneficial outcome. In this study, we introduce novel direct and indirect formulations of the NNT, the number needed to be exposed (NNE) and the exposure impact number (EIN) - quantifying the average number needed to treat (expose) to achieve benefit via the treatment's direct and indirect effects in the respective treatment group.

Methods

Using nested potential outcomes, we formally define the direct effect NNT, NNE, and EIN (DNNT, DNNE, and DEIN, respectively) and the indirect effect NNT, NNE, and EIN (INNT, INNE, and IEIN, respectively). We then derive their identification conditions in observational studies. We introduce an estimation method and illustrate it with two analytical examples.

Results

The identification results provide explicit conditions under which the novel direct and indirect indices are estimable in observational studies. Simulation studies demonstrate that the proposed estimators are consistent and that the associated analytic confidence intervals attain their nominal coverage rates. Two analytical examples clarify implementation and interpretation.

Conclusions

We formalize novel path-dependent efficacy measures - DNNT, INNT, DNNE, INNE, DEIN, and IEIN - and derive their identification conditions for observational studies. We also introduce an estimation method and demonstrate its efficiency and accuracy using theoretical results and a simulation study. The widespread use of NNT and NNE, together with the need for path-dependent reporting, supports the utility of the proposed indices. These indices can help disentangle direct and indirect benefits and guide the choice among intervention strategies in public health, clinical practice, and other policy decision-making contexts.


Corresponding author: Valentin Vancak, Department of Data Science, Holon Institute of Technology, Holon, Israel, E-mail: 

  1. Research ethics: Not applicable.

  2. Informed consent: Not applicable.

  3. Author contributions: All authors have accepted responsibility for the entire content of this manuscript and approved its submission.

  4. Use of Large Language Models, AI and Machine Learning Tools: LLM was used to refine phrasing and to help refactor R code for the boxplots.

  5. Conflict of interest: The authors state no conflict of interest.

  6. Research funding: Not applicable.

  7. Data availability: All results are based on simulated data. The complete simulation source code, together with scripts to reproduce the datasets, figures, and tables in the manuscript, is openly available at the first author’s GitHub repository: https://github.com/vancak/indirect_nnt.

Appendix A

A.1 Twin causal networks

A twin network is a graphical method that presents two networks together – one for the hypothetical world and the other for the factual world, alternatively two networks for two distinct hypothetical worlds [52]. Such networks provide a graphical way to check and test independence between factual and counterfactual quantities. The DAGs in Figures 5 and 6 illustrate the first part of the sequential ignorability assumption, i.e., the conditional independence of I a , m , M a and A, given L; I a , m , M a A | L . The DAG in Figure 7 illustrates the second part of the sequential ignorability, i.e., the conditional independence of I a′,m and M a , given L and A=a; I a , m M a | L , A = a . For further information on Twin networks, please refer to Chapter 7 in Ref. [53].

Figure 5: 
DAG of a twin network causal model with a mediator that illustrates the first part of the sequential ignorability (17), namely, the conditional independence of I

a′,m
 and A, given L; 




I




a


′


,
m


⊥




⊥
A
|
L


${I}_{{a}^{\prime },m}\perp     \perp A\vert L$



. The left-hand side of the DAG represents the observed world, while the right-hand side represents the hypothetical potential world. On the left-hand side, M is the mediator, A is the exposure, and I is the outcome. On the right-hand side, the exposure A is set to a, the mediator M is set to m, and I

a′,m
 is the potential outcome where the exposure is set to a′, and the mediator to m. For both DAGs, L is the set of measured confounders, ϵ

M
 and ϵ

I
 represent all the unmeasured exogenous factors that determine the values of M and I, respectively.
Figure 5:

DAG of a twin network causal model with a mediator that illustrates the first part of the sequential ignorability (17), namely, the conditional independence of I a′,m and A, given L; I a , m A | L . The left-hand side of the DAG represents the observed world, while the right-hand side represents the hypothetical potential world. On the left-hand side, M is the mediator, A is the exposure, and I is the outcome. On the right-hand side, the exposure A is set to a, the mediator M is set to m, and I a′,m is the potential outcome where the exposure is set to a′, and the mediator to m. For both DAGs, L is the set of measured confounders, ϵ M and ϵ I represent all the unmeasured exogenous factors that determine the values of M and I, respectively.

Figure 6: 
DAG of a twin network causal model with a mediator that illustrates the first part of the sequential ignorability (17), namely, the conditional independence of M

a
 and A, given L; 




M


a


⊥




⊥
A
|
L


${M}_{a}\perp     \perp A\vert L$



. The left-hand side of the DAG represents the observed world, while the right-hand side represents the hypothetical potential world. On the left-hand side, M is the mediator, A is the exposure, and I is the outcome. On the right-hand side, A=a is the specified value of the exposure, M

a
 is the potential value of the mediator where A is set to a, and 




I


a
,


M


a






${I}_{a,{M}_{a}}$



 is the potential outcome where the exposure A is set to a, and the mediator attains the value it would have attained for A=a. For both DAGs, L represents the set of measured confounders, where ϵ

M
 and ϵ

I
 represent all the unmeasured exogenous factors that determine the values of M and I, respectively.
Figure 6:

DAG of a twin network causal model with a mediator that illustrates the first part of the sequential ignorability (17), namely, the conditional independence of M a and A, given L; M a A | L . The left-hand side of the DAG represents the observed world, while the right-hand side represents the hypothetical potential world. On the left-hand side, M is the mediator, A is the exposure, and I is the outcome. On the right-hand side, A=a is the specified value of the exposure, M a is the potential value of the mediator where A is set to a, and I a , M a is the potential outcome where the exposure A is set to a, and the mediator attains the value it would have attained for A=a. For both DAGs, L represents the set of measured confounders, where ϵ M and ϵ I represent all the unmeasured exogenous factors that determine the values of M and I, respectively.

Figure 7: 
DAG of a twin network causal model with a mediator that illustrates the second part of the sequential ignorability (17), namely, the conditional independence of I

a′,m
 and M

a
, given L and A=a; 




I




a


′


,
m


⊥




⊥


M


a


|
L
,
A
=
a


${I}_{{a}^{\prime },m}\perp     \perp {M}_{a}\vert L,A=a$



. The left-hand side of the DAG represents the hypothetical world where only the exposure is set to a, while the right-hand side represents the hypothetical world where both the exposure and the mediator are set to a′
 and m, respectively. Specifically, on the left-hand side, M

a
 is the potential mediator where A is set to a, and 




I


a
,


M


a






${I}_{a,{M}_{a}}$



 is the nested potential outcome for a and M

a
. On the right-hand side, the exposure A is set to a', and mediator M is set to m, thus I

a′,m
 is the potential outcome for a′≠a, and m. For both DAGs, L represented the set of all measured confounders, while ϵ

M
 and ϵ

I
 represent all the unmeasured exogenous factors that determine the values of M and I, respectively.
Figure 7:

DAG of a twin network causal model with a mediator that illustrates the second part of the sequential ignorability (17), namely, the conditional independence of I a′,m and M a , given L and A=a; I a , m M a | L , A = a . The left-hand side of the DAG represents the hypothetical world where only the exposure is set to a, while the right-hand side represents the hypothetical world where both the exposure and the mediator are set to a and m, respectively. Specifically, on the left-hand side, M a is the potential mediator where A is set to a, and I a , M a is the nested potential outcome for a and M a . On the right-hand side, the exposure A is set to a', and mediator M is set to m, thus I a′,m is the potential outcome for a′≠a, and m. For both DAGs, L represented the set of all measured confounders, while ϵ M and ϵ I represent all the unmeasured exogenous factors that determine the values of M and I, respectively.

A.2 Controlled direct effect NNT

Definition 4.

The marginal controlled direct effect (CDE) is defined as

(38) p c ( m ) = E [ I 1 , m I 0 , m ] , m M ,

where M is the support set of the mediator M. Notably, setting M to a fixed value m removes the effect represented by the path AM in Figure 2, thereby isolating the direct effect of A on I through the path AI, conditional on M=m. To identify p c (m) from observed data, we apply the law of total expectation:

p c ( m ) = E E [ I 1 , m I 0 , m M ] .

However, since m is fixed, the inner conditional expectation E [ I a , m M ] is no longer a function of the random variable M, and the outer expectation becomes redundant. That is,

p c ( m ) = E [ I 1 , m ] E [ I 0 , m ] .

To express this difference in terms of observed data, we use the consistency assumption: I=I a,m when A=a and M=m, and the conditional ignorability assumption, i.e., I a A M (or I a A M , L if covariates L are present, as illustrated in Figure 5). These yield the following identification formulas

E [ I 1 , m ] = E [ I A = 1 , M = m ] , E [ I 0 , m ] = E [ I A = 0 , M = m ] ,

therefore,

p c ( m ) = E [ I A = 1 , M = m ] E [ I A = 0 , M = m ] .

These quantities can be estimated using standard regression techniques. Applying the function g to p c (m) yields the controlled direct effect on the NNT scale, also interpretable as the NNT conditional on M=m. An analogous definition holds for the group-specific controlled direct effect:

p c ( m ; a ) = E [ I 1 , m I 0 , m A = a ] , a = 0,1 , m M .

For additional details and applications of this framework, see Refs. [17], 54]. As a final note, unlike other effect types, there is no corresponding “controlled indirect effect,” so we do not pursue this direction further.

A.3 Proof of Proposition 1

Proof.

The NIE is defined as E [ I a , M 1 I a , M 0 ] , for a certain value a of the exposure A. Without loss of generality, we assume a=0 for consistency with the INNT (INNE, IEIN) defined in Definition 3. Assume a binary outcome I, and a binary mediator M, we have

E [ I 0 , M 1 I 0 , M 0 ] = E E [ I 0 , M 1 I 0 , M 0 | M 0 , M 1 ] = E [ I 0,1 I 0,0 | M 0 = 0 , M 1 = 1 ] P ( M 0 = 0 , M 1 = 1 ) + E [ I 0,0 I 0,1 | M 0 = 1 , M 1 = 0 ] P ( M 0 = 1 , M 1 = 0 ) = E [ I 0,1 I 0,0 ] P ( M 0 = 0 , M 1 = 1 ) P ( M 0 = 1 , M 1 = 0 ) = E [ I 0,1 I 0,0 ] E [ M 1 M 0 ] .

The first equality applies the law of total expectation. The second equality uses the fact that for M 1=M 0, the term E [ I 0 , M 1 I 0 , M 0 ] vanishes. The third equality stems from effect homogeneity over principal strata, i.e., E I 0,1 I 0,0 M 0 , M 1 = E I 0,1 I 0,0 . The final equality follows from the following identity

E [ M 1 M 0 ] = P ( M 0 = 0 , M 1 = 1 ) P ( M 0 = 1 , M 1 = 0 ) + 0 × P ( M 0 = M 1 ) = P ( M 0 = 0 , M 1 = 1 ) P ( M 0 = 1 , M 1 = 0 ) ,

which concludes the proof. □

A.4 Proof of Proposition 2

Proof.

The NDE is defined as E [ I 1 , M a I 0 , M a ] , where the exposure A is set to a for the potential mediator M a . Without loss of generality, we assume a=1 for consistency with the DNNT (DNNE, DEIN) as defined in Definition 2. Assume a binary outcome I, and a binary mediator M. Therefore, the NDE in the ath group can be written as follows

p d ( a ) = E I 1 , M 1 I 0 , M 1 | A = a = E E I 1 , M 1 I 0 , M 1 | A = a , M 1 | A = a = E I 1,0 I 0,0 | A = a , M 1 = 0 ( 1 E [ M 1 | A = a ] ) + E I 1,1 I 0,1 | A = a , M 1 = 1 E [ M 1 | A = a ] = E I 1,0 I 0,0 | A = a ( 1 E [ M 1 | A = a ] ) + E I 1,1 I 0,1 | A = a E [ M 1 | A = a ] ,

where the last equality assumes E [ I 1 , m I 0 , m A = a , M a = m ] = E [ I 1 , m I 0 , m A = a ] , for m=0, 1. □

A.5 Identification of the indirect effect in the ath group

Although the illustration below focuses on the unexposed group A=0, the derivation for the exposed group A=1 is entirely analogous, with all expectations conditioned on A=1 instead. For the INNE, which is defined as g(p i (0)), we show the identification procedure for the first multiplicative term of eq. (12). Therefore, we need to express E [ M 1 M 0 | A = 0 ] as a function of the observed data and the fitted model for the unexposed group A=0. Assume the exposure-mediator model as in eq. (24), thus

E [ M 1 M 0 | A = 0 ] = E [ M 1 | A = 0 ] E [ M 0 | A = 0 ] = E [ E [ M | A = 1 , L ] | A = 0 ] E [ E [ M | A = 0 , L ] | A = 0 ] = E η 1 , L ; γ | A = 0 E η ( 0 , L ; γ ) | A = 0 = E η 1 , L ; γ η 0 , L ; γ | A = 0 .

The derivation for the second multiplicative term in eq. (12) follows the same steps for the conditional outcome model. Namely, assuming a conditional outcome model as in eq. (25), E [ I 0,1 I 0,0 | A = 0 ] is identified and computed as

E ξ 0,1 , L ; β ξ 0,0 , L ; β | A = 0 .

Therefore, the indirect effect for the unexposed group p i (0; θ) is identified by

(39) p i ( 0 ; θ ) = E η 1 , L ; γ η 0 , L ; γ | A = 0 E ξ 0,1 , L ; β ξ 0,0 , L ; β | A = 0 ,

where θ denotes the set of all unknown parameters that the indirect effect is dependent on. Finally, the INNE is identified by g(p i (0; θ)). Replacing the conditioning set with A=1, that is, evaluating the expectations with respect to the exposed group, yields the identification formula for the indirect effect among the exposed group p i (1; θ), and consequently for the IEIN, defined as g(p i (1; θ)).

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Received: 2025-04-30
Accepted: 2025-10-29
Published Online: 2026-01-01

© 2025 Walter de Gruyter GmbH, Berlin/Boston

Artikel in diesem Heft

  1. Research Articles
  2. Definition, identification, and estimation of the direct and indirect number needed to treat
  3. Sample size determination for external validation of risk models with binary outcomes using the area under the ROC curve
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  5. Extending the scope of the capture-recapture experiment: a multilevel approach with random effects to provide reliable estimates at national level
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  7. Sensitivity analysis for unmeasured confounding for a joint effect with an application to survey data
  8. Investigating the association between school substance programs and student substance use: accounting for informative cluster size
  9. The quantiles of extreme differences matrix for evaluating discriminant validity
  10. Finite-sample improved confidence intervals based on the estimating equation theory for the modified Poisson and least-squares regressions
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  12. What if dependent causes of death were independent?
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  15. Understanding the impact of media and latency in information response on the disease propagation: a mathematical model and analysis
  16. Time-varying reproductive number estimation for practical application in structured populations
  17. Perspective
  18. Should we still use pointwise confidence intervals for the Kaplan–Meier estimator?
  19. Leveraging data from multiple sources in epidemiologic research: transportability, dynamic borrowing, external controls, and beyond
  20. Regression calibration for time-to-event outcomes: mitigating bias due to measurement error in real-world endpoints
Heruntergeladen am 29.1.2026 von https://www.degruyterbrill.com/document/doi/10.1515/em-2025-0018/html
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