Childhood exposure to particulate matter and nitrogen oxides and associations with mental health disorders in early adulthood: testing mediation by cognition in a UK longitudinal cohort study.

A higher p value for multiple mediators (p<0.15) was chosen to be inclusive of all potential mediators, which can be important when mediators are likely to be multicollinear or to ensure robustness of effect estimation of the a×b path while individual paths (a or b) may not be significant.

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