Table 3.

FN, FP, FN+FP, and MSE under Setting 2.

(θ1s, θ2s)	Method	FN	FP	FN+FP	MSE
(0.5, −0.5)	Proposed	0.031	0.007	0.038	0.004
	HIMA	0.963	0.004	0.968	0.025
(1,−1)	Proposed	0.002	0.000	0.002	0.006
	HIMA	0.943	0.003	0.946	0.099
(4,−4)	Proposed	0.001	0.000	0.001	0.058
	HIMA	0.790	0.002	0.792	1.514

NOTE: “HIMA” stands for the high-dimensional mediation analysis method. The “θ_1s” and “θ_2s”represent the signal strength in θ₁ and θ₂, respectively.