Estimation and inference for the indirect effect in high-dimensional linear mediation models
高维线性中介模型中间接效应的估计与推断
Summary Mediation analysis is difficult when the number of potential mediators is larger than the sample size. In this paper we propose new inference procedures for the indirect effect in the presence of high-dimensional mediators for linear mediation models. We develop methods for both incomplete mediation, where a direct effect may exist, and complete mediation, where the direct effect is known to be absent. We prove consistency and asymptotic normality of our indirect…