Abstract:Mediation analysis draws increasing attention in many scientific areas such as genomics, epidemiology and finance. In this paper, we propose new statistical inference procedures for high dimensional mediation models, in which both the outcome model and the mediator model are linear with high dimensional mediators. Traditional procedures for mediation analysis cannot be used to make statistical inference for high dimensional linear mediation models due to high-dimensionality of the mediators. We propose an esti… Show more
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