Table 2.

Multilevel mediation results testing whether NO₂ and CO are related to emotional distress the same day (Panel A) and the next day (Panel B) via fatigue the same day, controlling for distress the same day.

	Daily NO2 →  Daily Fatigue → Same Day Emotional Distress			Daily CO → Daily Fatigue → Same Day Emotional Distress
	B	SE	p	B	SE	p
Panel A: Same Day Mediation Models
Total Effect	0.362	0.007	0.001	0.263	0.007	0.001
Total Indirect Effect Via Daily Fatigue	0.002	0.001	0.001	0.003	0.001	0.018
Direct Effect	0.002	0.001	0.011	0.005	0.002	0.025

	Daily NO2 → Daily Fatigue → Next Day Emotional Distress			Daily CO → Daily Fatigue → Next Day Emotional Distress
	B	SE	p	SE	B	p
Panel B: Next Day Mediation Models
Total Effect	0.058	0.008	0.001	0.058	0.008	0.001
Total Indirect Effect Via Daily Fatigue	0.001	0.000	0.001	0.001	0.000	0.024
Direct Effect	0.000	0.000	0.899	0.001	0.002	0.602