Mediation analysis is widely used in health science research to evaluate the extent to which an intermediate variable explains an observed exposure-outcome relationship. However, the validity of analysis can be compromised when the exposure is measured with error. Motivated by the Health Professionals Follow-up Study (HPFS), we investigate the impact of exposure measurement error on assessing mediation with a survival outcome, based on the Cox proportional hazards outcome model. When the outcome is rare and there is no exposure-mediator interaction, we show that the uncorrected estimators of the natural indirect and direct effects can be biased into either direction, but the uncorrected estimator of the mediation proportion is approximately unbiased as long as the measurement error is not large or the mediator-exposure association is not strong. We develop ordinary regression calibration and risk set regression calibration approaches to correct the exposure measurement error-induced bias when estimating mediation effects and allowing for an exposure-mediator interaction in the Cox outcome model. The proposed approaches require a validation study to characterize the measurement error process. We apply the proposed approaches to the HPFS (1986-2016) to evaluate extent to which reduced body mass index mediates the protective effect of vigorous physical activity on the risk of cardiovascular diseases, and compare the finite-sample properties of the proposed estimators via simulations.
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