Figure 1:

We illustrate the multivariate mediator multivariate outcome mediation analysis: (a) is the mediation model based on observed data with massive and complicated mediation patterns; (b) is the mediation model with recognized systematic mediation patterns, showing $X$ affecting a subset of outcomes $\left({\mathcal{Y}}_1\right)$ through a corresponding set of mediators $\left({\mathcal{M}}_1\right)$, the bold arrows represent relations between sets; and (c) is the mediation model with factorized mediators for a specific mediator set ${\tilde{\mathcal{M}}}_c$ and outcome set ${\mathcal{Y}}_d$.