Group lasso based selection for high-dimensional mediation analysis
This paper presents a two-step procedure for high-dimensional mediation analysis. The first step selects a reduced number of candidate mediators using an ad-hoc lasso penalty. The second step applies a procedure we previously developed to estimate the mediated and direct effects, accounting for the correlation structure among the retained candidate mediators.
Recommended citation: Jérolon, A., Alarcon, F., Pittion, F., Richard, M., François, O., Birmelé, E. E., & Perduca, V. (2024). Group lasso based selection for high-dimensional mediation analysis. arXiv preprint arXiv:2409.20036.
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