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In the presence of multiple intermediate variables, two pertinent methodological questions arise: estimating mediated effects when mediators are correlated, and performing high\u2010dimensional mediation analyses when the number of mediators exceeds the sample size. This paper presents a two\u2010step procedure for high\u2010dimensional mediation analyses. The first step selects a reduced number of candidate mediators using an ad\u2010hoc lasso penalty. The second step applies a procedure we previously developed to estimate the mediated effects, accounting for the correlation structure among the retained candidate mediators. We compare the performance of the proposed two\u2010step procedure with state\u2010of\u2010the\u2010art methods using simulated data. Additionally, we demonstrate its practical application by estimating the causal role of DNA methylation (DNAm) in the pathway between smoking and rheumatoid arthritis (RA) using real data.<\/jats:p>","DOI":"10.1002\/sim.70351","type":"journal-article","created":{"date-parts":[[2026,2,6]],"date-time":"2026-02-06T10:44:43Z","timestamp":1770374683000},"update-policy":"https:\/\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":0,"title":["Group Lasso Based Selection for High\u2010Dimensional Mediation Analysis"],"prefix":"10.1002","volume":"45","author":[{"given":"Allan","family":"J\u00e9rolon","sequence":"first","affiliation":[{"name":"Centre d'investigation Clinique Martinique\u2010Guadeloupe, Inserm CIC 2504 CHU de Guadeloupe  Les Abymes Guadeloupe"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Flora","family":"Alarcon","sequence":"additional","affiliation":[{"name":"Universit\u00e9 Paris Cit\u00e9, CNRS, MAP5  Paris France"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Florence","family":"Pittion","sequence":"additional","affiliation":[{"name":"CNRS, UMR 5525, VetAgro Sup, Grenoble INP, TIMC Univ. 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