The main purpose of mediation analysis is to study whether the inde-pendent variable affects the dependent variable through the mediator variable.The mediation analysis method has been widely studied and applied in the fields of social science and biomedicine,and has become the mainstream research method in these fields.Whether it is a single mediator variable or multiple mediator variables,many scholars have conducted extensive research,but it is worth noting that these studies on mediation analysis seldom use prior information.In the case of high dimensions,the prior information extracted from the existing research can improve the performance of estimation and testing.In this paper,we propose a mediator variable selection method and a hypothesis testing method based on prior information.Theoretical and numerical analysis results show that the method proposed in this paper outper-forms the existing methods when the prior information quality is good,and shows robustness when the prior information quality is moderate,and the performance is not much different from the existing methods.Finally,the real data example further illustrates the satisfactory performance of the proposed method.
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