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. Author manuscript; available in PMC: 2023 Mar 2.
Published in final edited form as: J Am Stat Assoc. 2022 Jul 11;117(540):1669–1683. doi: 10.1080/01621459.2022.2089572

Table 2.

FN, FP, FN+FP, and MSE under Setting 1.

θ 1s Method FN FP FN+FP MSE
0.2 Proposed 0.046 0.002 0.048 0.002
HIMA 0.570 0.000 0.570 0.003
0.3 Proposed 0.000 0.000 0.000 0.002
HIMA 0.100 0.000 0.100 0.002
0.4 Proposed 0.000 0.000 0.000 0.002
HIMA 0.005 0.000 0.005 0.001

NOTE: “HIMA” stands for the high-dimensional mediation analysis method. The “θ1s” represents the signal strength in θ1.