A chain mediation model on COVID-19 symptoms and mental health outcomes in Americans, Asians and Europeans

The novel Coronavirus-2019 (COVID-19) was declared a pandemic by the World Health Organization (WHO) in March 2020, impacting the lifestyles, economy, physical and mental health of individuals globally. This study aimed to test the model triggered by physical symptoms resembling COVID-19 infection, in which the need for health information and perceived impact of the pandemic mediated the path sequentially, leading to adverse mental health outcomes. A cross-sectional research design with chain mediation model involving 4612 participants from participating 8 countries selected via a respondent-driven sampling strategy was used. Participants completed online questionnaires on physical symptoms, the need for health information, the Impact of Event Scale-Revised (IES-R) questionnaire and Depression, Anxiety and Stress Scale (DASS-21). The results showed that Poland and the Philippines were the two countries with the highest levels of anxiety, depression and stress; conversely, Vietnam had the lowest mean scores in these areas. Chain mediation model showed the need for health information, and the perceived impact of the pandemic were sequential mediators between physical symptoms resembling COVID-19 infection (predictor) and consequent mental health status (outcome). Excessive and contradictory health information might increase the perceived impact of the pandemic. Rapid COVID-19 testing should be implemented to minimize the psychological burden associated with physical symptoms, whilst public mental health interventions could target adverse mental outcomes associated with the pandemic.

. Descriptive statistics and correlations of mean average score per item among subscales for all participants in 8 countries (N = 4612). † M refers to the mean average score per subscale. Mean average score = total score of subscale/number of items of a subscale. *p < 0.05, **p < 0.01.   Table 2 shows the frequency of physical symptoms that resemble COVID-19 infection. During the COVID-19 pandemic, the most common physical symptoms reported by the participants in 8 countries were headache (28.62%), cough (20.73%) and sore throat (19.7%). The least frequent physical symptoms were breathing difficulties (11.56%), rigors or chills (11.27%) and fever (10.99% Correlation of subscales. The mean average score per item for each subscale and correlations of sub-scales are displayed in Table 1. All the subscales were significantly correlated (p < 0.01) except for the need for health information with DASS-21 stress and depression subscales (p > 0.05). Physical symptoms resembling COVID-19 infection were positively and significantly associated with the perceived psychological impact of the pandemic as well as DASS-21 stress, anxiety and depression scores (p < 0.01). The need for health information was positively and significantly associated with the perceived psychological impact of the pandemic, DASS-21 anxiety score and physical symptoms (p < 0.01).

Physical symptoms resembling COVID-19 and need for health information. Supplementary
The chain mediation model. Table 2 presents the results from the mediation of the need for health information and the perceived impact of the pandemic in the relationship between physical symptoms resembling COVID-19 infection and adverse mental health outcomes. In the first step, physical symptoms were found to www.nature.com/scientificreports/ have a significant and positive association with the need for health information (p < 0.001). In the second step, both physical symptoms and the need for health information were observed to show a significant and positive association with the perceived impact of the pandemic (p < 0.001). In the third step, mediation analysis was performed to assess the association between physical symptoms, the need for health information, the perceived impact of the pandemic and mental health outcomes. For anxiety, physical symptoms, the need for health information and the perceived impact of the pandemic were significantly and positively associated with anxiety (p < 0.001). For depression, physical symptoms, the need for health information and the perceived impact of the pandemic were significantly and positively associated with depression (p < 0.001). For stress, physical symptoms, the need for health information and the perceived impact of the pandemic were significantly and positively associated with stress (p < 0.001). Table 3 shows the chain mediating effect of the need for health information and the perceived impact of the COVID-19 pandemic between physical symptoms and various mental health outcomes. For anxiety, the chain mediating effect of the need for health information and perceived impact of the COVID-19 pandemic between physical symptoms and anxiety was significant (effect = 0.004, 95% CI = 0.002-0.007). For depression, the chain mediating effect of the need for health information and perceived impact of the pandemic between physical symptoms and depression was significant (effect = 0.003, 95% CI = 0.001-0.006). For stress, the chain mediating effect of the need for health information and perceived impact of the pandemic between physical symptoms and depression was significant (effect = 0.003, 95% CI = 0.001-0.005). Figure 3a showed the chain mediating effect of the need for health information, and the sequential chain mediating effect for the need for health information and the perceived impact of the COVID pandemic in the association between physical symptoms and anxiety. All the paths in this model were significant (p < 0.001) except that the association between the need for health information and anxiety (B = 0.01, p > 0.05). Figure 3b showed the chain mediating effect of the need for health information, and the sequential chain mediating effect for the need for health information and the perceived impact of the COVID pandemic in the association between physical symptoms and depression. All the paths in this model were significant (p < 0.001) except that the association between the need for health information and depression (B = − 0.004, p > 0.05). Figure 3c showed the chain mediating effect of the need for health information, and the sequential chain mediating effect for the need for health information and the perceived impact of the COVID pandemic in the association between physical symptoms and stress. All the paths in this model were significant (p < 0.001) except that the association between the need for health information and stress (B = − 0.01, p > 0.05). For the three adverse mental health outcomes, the need for health information, when considered alone, did not act as a mediator.

Discussion
The objective of this study was to compare the levels of DASS-21 scores and to rest the association between physical symptoms resembling COVID-19 infection and adverse mental health outcomes, as well as the mechanisms accountable for this association in multi-national populations across Asia, Europe and North America. www.nature.com/scientificreports/ The key findings were summarized as follows: (a) Poland and Pakistan were two countries with high levels of anxiety, depression and stress; (b) Vietnam had the lowest mean scores in anxiety, depression and stress; (c) Physical symptoms resembling COVID-19 infection was a risk factor for adverse mental health outcomes. Test of www.nature.com/scientificreports/ mediation showed that the need for health information explained partly of this mediation process. Although the need for health information did not act as a mediator when considered alone, there was a sequential mediating effect in which physical symptoms was associated with the need for health information, which in turn associated with higher perceived impact of the pandemic, which in turn associated with adverse mental health outcomes (i.e., anxiety, depression and stress). Based on research conducted before the pandemic, the normative data for DASS-21 are as follows: the mean depression score was 3.87, the mean anxiety score was 2.95, and the mean stress score was 4.87 24 . In this study, the mean DASS-21 scores of all countries were higher than normative data except Vietnam. For IES-R, the means IES-R scores reported by healthy citizens after witnessing cardiopulmonary resuscitation (CPR) was 20.17. 25 . In this study, the mean IES-R scores of Chinese, Spanish, Polish, Iranian, American and Pakistani respondents were higher than healthy citizens witnessing CPR except for Filipino and Vietnamese. We observed that Pakistan and Poland were the two countries with the highest DASS-21 subscale scores. Before the COVID-19 pandemic, the World Happiness Report ranked the countries that had the greatest improvement of happiness from 2005-2008 to 2016-2018 as follows: Philippines (+ 0.860), Pakistan (+ 0.703), Poland (+ 0.445) and China (+ 0.426) 26  Furthermore, increased worry about the social isolation and concerns for financial problems was observed in lonelier Poles 27 . Additionally, the Polish media frequently reported that the healthcare system in Poland was not prepared to fight the pandemic, having to deal with staff shortages, deficit in medicine supplies and personal protective equipment (PPE) for health personnel or hospital closures, which may have had an impact on the mental health of the Poles 28 . Pakistani respondents reported high levels of DASS-21 stress, anxiety and depression scores, which may be related to perceptions of an incomplete response to COVID-19 due to poor sanitation, lack of basic preventive measures, lack of proper testing and medical facilities 28 . Pakistani health professionals started protesting and threatened to quit work due to a lack of PPE 28 . The unpreparedness and contradictory policies resulted in an alarmingly high COVID-19 spread and worsening mental health of Pakistani people, although data collected on mental health was during the peak time of the COVID-19 spread in the country. Chinese respondents reported the highest IES-R scores. China was the first country to report COVID-19, but the Chinese people were also accused of not being transparent about the COVID-19 and spreading the virus across the world 29 . The editor-in-chief of The Lancet, Richard Horton expressed concern about discrimination or revenge actions toward China and Chinese 30 . Iran ranked second in terms of high IES-R and DASS-21 anxiety scores. The economic sanctions that prevented medical supplies, equipment and drugs from arriving in Iran 31 could lead to anxiety among Iranians during the pandemic.
In this study, Vietnamese respondents were found to have the lowest DASS-21 and IES-R scores. Coincidentally, news reports identified Vietnam as one of the best countries in adopting multiples effective measures that have been key to fighting the COVID-19 pandemic to date 32 . Effective measures include dissemination of health information 33 , engagement of grassroots healthcare system 34 and village health collaborators 34 , as well as safeguarding the health of workforce 35 to ensure minimal impact on the economy.
The current study is the first to demonstrate the mediation mechanism underlying the association between physical symptoms resembling COVID-19 infection and mental health outcomes. Based on the chain mediation model, physical symptoms were positively associated with higher anxiety, depression and stress. This result adds to previous studies that have suggested that real or perceived infection threats could lead to negative psychological reactions 36 , and people's anxieties were closely related to physical symptoms 37 . Experiencing physical symptoms that resemble COVID-19 infection could trigger hypochondriasis 38 , and a higher number of physical symptoms experienced could lead to strong disease conviction 39 . As a result, rapid diagnostic test development and implementation are crucial to alleviating adverse mental health outcomes when a person experiences physical symptoms similar to COVID-19 infection 40 . The uncertainty of potential threat during the early stage of the COVID-19 pandemic could trigger anxieties, depression and stress much more than fear 38 . The current study also identified the role of health information as a mediator in the link between physical symptoms and the perceived impact of the pandemic. During the strict lockdown, people were refrained from social interaction 41 and spent more time at home and searching for health information online. Consistent with the protection motivation theory 19 , the need to search for more health information is triggered by activity in survival circuits that detects imminent threats of COVID-19. Nevertheless, the need for health information was not associated with adverse mental health outcomes, which might partially support the information-buffer hypothesis. The need for health information formed a sequential mediation path with the perceived impact of the pandemic on mental health outcomes. This finding is consistent with previous research about information-induced behavioral changes during the COVID-19 lockdowns 42 . Excessive health information might heighten the perceived impact of the pandemic through cyberchondria that is defined as the unfounded escalation of concerns about COVID-19 symptoms based on a review of search results and literature online 43 . According to the nocebo phenomenon 21 , conflicting health information (e.g., confused face mask policy) 22 , unproven conspiracy theories 44 and rumors 45 also enhanced the negative impact of the pandemic. In contrast, people who were likely to less frequently accessed health information were less anxious, depressed and stressed, and worried about the pandemic 46 . Our findings confirmed the second path of the indirect effect: that physical symptoms resembling COVID-19 infection was associated with a higher level perceived impact of the pandemic and led to adverse mental health outcomes. This finding is consistent with previous research that symptoms of emerging infectious diseases might lead to stigma and adverse mental health outcomes 47 . In summary, the current study provided evidence that the perceived impact of the COVID-19 pandemic was associated with the need for health information which was rooted in the physical www.nature.com/scientificreports/ symptoms resembling COVID-19 infection. Physical symptoms were associated with adverse mental health outcomes with sequential mediation by the need for health information and perceived impact of the pandemic. The findings of this first multi-national study have several implications on public mental health strategies. Firstly, Kaslow et al. (2020) proposed that community mental health strategies include providing support groups, participating in health education outreach and disseminating mental wellness guides 48 . Furthermore, mental health professionals should offer online psychological interventions such as cognitive behavior therapy (CBT) and mindfulness-based therapy to improve the general population's mental health 49 . The COVID-19 pandemic provides an opportunity to introduce and promote telepsychiatry that overcomes the quarantine measures and geographical distance for mental health assistance 50 . Second, as physical symptoms resembling COVID-19 infection (e.g., headache, chills, breathing difficulty, dizziness, coryza) were associated with adverse mental health outcomes, the lack of testing for coronavirus could worsen mental health. There is an urgent need to develop accurate, rapid diagnostic tests in general practitioners' clinics, community and rural settings 51 . For low income countries, coronavirus testing should be easily accessible and free. A negative COVID-19 test result for members of the general population who present with physical symptoms may alleviate anxiety, depression and stress. Third, based on our findings, the WHO, governments and health authorities should provide regular updates on health information including effectiveness of prevention strategies, therapeutics, and vaccines and treatment methods. The study results could contribute reference information to various countries that need to monitor public mental health status and provide accurate and consistent health information during the pandemic 37 .
Limitations. This study has several limitations. The first limitation was that the study population had different sociodemographic characteristics as compared to the world population. The respondent sampling method also compromised the representativeness of samples. The study population was female predominant (proportion of female in the study population: 68.55%; world population: 49.58%) 52 and a high proportion of the study population possessed a university degree (proportion of degree holders in the study population: 70%; world population: 7%) 53 . The second limitation was sampling and selection bias because we could not reach out to potential respondents without Internet access in both countries. There was an uneven number of participants among 8 countries because 1938 Vietnamese participants were excluded due to incomplete questionnaires, and a smaller number of Iranian participants were recruited due to lack of Internet access in some areas of Iran. The third limitation was the cross-sectional nature of this study. Although the chain mediation model contributes to our understanding of the mediational factors that might influence the association between physical symptoms and adverse mental health outcomes, it cannot verify the temporal relationship. A longitudinal study is required to verify the direction of the paths further. The fourth limitation was that we did not record demographic data regarding the pre-existing mental illness of the study participants. The fifth limitation was that self-reported psychological impact levels, anxiety, depression and stress may not always be aligned with objective assessment by mental health professionals. Nevertheless, the perceived impact, anxiety, depression and stress are based on personal feelings, and self-reporting was paramount during the COVID-19 pandemic. The sixth limitation was that we could not confirm whether participants were seropositive to COVID-19 at the time of the survey because it was an online questionnaire-based study. Another possible limitation was the different recruitment periods of participants for each country and we planned to study the impact of COVID-19 during the peak periods that varied from country to country. Lastly, we were unable to calculate the response rate. For potential respondents who were not keen to participate in the online survey, no response was recorded, and we could not collect any information from them.
In conclusion, this multi-national study across three continents results provides empirical evidence that COVID-19 affected mental health worldwide. We found that Poland and Pakistan were two countries with the highest mean scores in IES-R and DASS-21 anxiety, depression and stress scales. In contrast, Vietnam had the lowest mean scores in IES-R and DASS-21 anxiety, depression and stress scales. The chain mediation model shows that the need for health information and the perceived impact of the pandemic exert sequential mediating effects on mental health outcomes in people who experience physical symptoms that resemble COVID-19 infection. It is hoped that these results will be public health values in formulating mental health strategies for the pandemic.

Materials and methods
Participants and questionnaires. The recruitment period for each country is listed as follows: China This study used a theory-based questionnaire, the National University of Singapore (NUS) COVID-19 questionnaire, designed to examine the relationship between physical symptoms resembling COVID-19, health information required, the psychological impact of COVID-19 and mental health parameters. Its psychometric properties were established in the initial phase and peak of the COVID-19 epidemic 54 Respondents also rated their physical health status and stated their history of chronic medical illness. The health information required for the COVID-19 pandemic includes symptoms related to COVID-19, prevention and treatment advice, need for a regular update, knowledge in local transmission, the effectiveness of drugs and vaccines, travel advice, transmission methods and other countries' responses. The internal consistency of subscales on physical symptoms and the need for health information was examined using Cronbach alpha coefficients. Cronbach's alpha > 0.6 was considered acceptable reliability based on a previous theory-based questionnaire 56 . The Cronbach's alpha for physical symptoms and the need for health information subscales were 0.63 and 0.95, respectively. The psychological impact of COVID-19 was measured using the Impact of Event Scale-Revised (IES-R). The IES-R is a self-administered questionnaire that has been well-validated in the American, European and Asian populations for determining the extent of psychological impact after exposure to a traumatic event (i.e., the COVID-19 pandemic) within one week of exposure [57][58][59][60] . This 22-item questionnaire is composed of three subscales, aiming to measure the mean avoidance, intrusion and hyperarousal 61 . The total IES-R score is divided into 0-23 (normal), 24 -32 (mild psychological impact), 33-36 (moderate psychological impact) and > 37 (severe psychological impact) 62 . For the regression analysis, the cut-off score for high and low psychological impact was 24 For the regression analysis, the cut-off score for high stress score group was ≥ 35; the low stress score group was ≤ 10; high anxiety group was ≥ 20; low anxiety group was ≤ 6; high depression group was ≥ 28 and low depression group was ≤ 9. IES-R and DASS-21 were previously used in research related to the COVID-19 epidemic 54,58,68,69 ..

Statistical analysis.
Descriptive statistics were calculated to compare demographic characteristics, physical symptoms and health service utilization, contact history, knowledge and concern, precautionary measure and additional health information variables among 8 countries. One-Way analysis of variance (ANOVA) compared the mean IES-R and DASS-21 scores between 8 countries to determine whether the associated population mean IES-R or DASS-21 scores were significantly different. If there were significant differences among 8 countries, the Least Significant Difference (LSD) would calculate the smallest significance between mean scores of two countries with different combinations. Any difference larger than the LSD is considered a significant result. We used Pearson's correlation to calculate the correlation coefficients between physical symptoms, the need for health information, and the perceived impact of COVID-19 pandemic and adverse mental health outcomes. Then we followed a stepwise method to construct the best fitting model for the mediated effects of the need for health information and the perceived impact of the pandemic. Mediation analyses were conducted by a regression-based macro for SPSS version 21.0 70 . In addition, a bootstrapping procedure with 2000 replications was run to test the chain mediation model. The significance levels of direct and indirect effects among the four factors (i.e., physical symptoms, health information requirement, the psychological impact of events and mental health parameters) and chain mediating effect would be determined. All tests were two-tailed, with a significance level of p < 0.05. Statistical analysis was performed on SPSS Statistic 21.0.
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Data availability
The data that support the findings of this study are available on request from the corresponding author. The data are not publicly available due to privacy or ethical restrictions.