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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 4.

FN, FP, FN+FP, and MSE under Setting 3.

(θ1s, θ2s) Method FN FP FN+FP MSE
ρ = 0 (0.5, −0.5) Proposed 0.530 0.001 0.531 0.004
HIMA 0.890 0.001 0.891 0.006
(0.8, −0.8) Proposed 0.220 0.000 0.220 0.005
HIMA 0.967 0.001 0.967 0.013
(1,−1) Proposed 0.143 0.001 0.144 0.007
HIMA 0.977 0.001 0.977 0.021
(4,−4) Proposed 0.092 0.001 0.093 0.068
HIMA 0.963 0.000 0.964 0.314
ρ = 0.2 (0.5, −0.5) Proposed 0.554 0.001 0.555 0.003
HIMA 0.917 0.001 0.917 0.006
(0.8, −0.8) Proposed 0.269 0.001 0.270 0.006
HIMA 0.983 0.001 0.984 0.013
(1,−1) Proposed 0.259 0.001 0.260 0.009
HIMA 0.977 0.000 0.977 0.021
(4,−4) Proposed 0.161 0.001 0.162 0.093
HIMA 0.957 0.000 0.957 0.312

NOTE: “HIMA” stands for the high-dimensional mediation analysis method. The “θ1s” and “θ2s” represent the signal strength in θ1 and θ2, respectively, and “ρ” is a correlation parameter.