The indoor environment is widely acknowledged as a non-pharmacological tool for regulating residents’ mental health. In dormitory environments with relatively high residential density, the mental health of university students requires particular attention. This study surveyed 445 students from a northern Chinese university and used structural equation modeling (SEM) to analyze the impact of perceived indoor environmental quality (IEQ)—including thermal, lighting, acoustics, indoor air quality, and overcrowding—on self-reported anxiety symptoms. The results indicated the following: (1) students’ perceptions of dormitory IEQ significantly affected anxiety symptoms, explaining 40% of the variance; (2) anxiety symptoms associated with the IEQ were mainly characterized by anxiety and panic (r = 0.91, p < 0.001); (3) subjective perceptions of the acoustic environment (r = −0.55, p < 0.001) and indoor air quality (r = −0.15, p < 0.05) were key predictors of anxiety, while thermal environment, lighting environment, and overcrowding were not significant. The findings enrich the IEQ system and provide directions for optimizing the dormitory indoor environment from the perspective of student mental health, with implications for other types of residential buildings.
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