Testing high-dimensional mediation effect with arbitrary exposure–mediator coefficients

• Yinan Lin ^[1] ; Nafiseh Vafaei ^[2] ; Mari Myllymäki ^[3]
  1. [1] Chongqing Normal University

     Chongqing Normal University

     China

     
  2. [2] Rutgers University

     Rutgers University

     City of New Brunswick, Estados Unidos

     
  3. [3] National University of Singapore

     National University of Singapore

     Singapur

     

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• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 34, Nº. 3, 2025, págs. 530-579
• Idioma: inglés
• Texto completo no disponible (Saber más ...)
• Resumen

  • In response to the unique challenge created by high-dimensional mediators in mediation analysis, this paper presents a novel procedure for testing the nullity of the mediation effect in the presence of high-dimensional mediators. The procedure incorporates two distinct features. Firstly, the test remains valid under all cases of the composite null hypothesis, including the challenging scenario where both exposure–mediator and mediator–outcome coefficients are zero. Secondly, it does not impose structural assumptions on the exposure–mediator coefficients, thereby allowing for an arbitrarily strong exposure–mediator relationship. To the best of our knowledge, the proposed test is the first of its kind to provably possess these two features in high-dimensional mediation analysis. The validity and consistency of the proposed test are established, and its numerical performance is showcased through simulation studies. The application of the proposed test is demonstrated by examining the mediation effect of DNA methylation between smoking status and lung cancer development.