Fig. 6.

Overall workflow for HIMA with screening and penalization-based selection on mediators. HIMA includes the three main processes: (i) applying variable selection techniques for preliminary screening to reduce the high-dimensionality of mediators to tractable level (from m to d₁); (ii) conducting penalization-based variable selection and estimation for the remaining mediators to reduce dimensionality further (from d₁ to d₂); (iii) performing the joint significance test for mediation effects. In the screening procedure, k is a tuning parameter determined by users.