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We used quantitative questionnaires to collect and analyze data from 407 junior high school students, and we used Structural Equation Modelling Partial Least Square (SEM- PLS) version 4.0 to analyze the data and examine the relationships between light PA (LPA), moderate PA (MPA), vigorous PA (VPA), ASE, and depression. The results revealed that only VPA had a positive relationship with ASE and a negative relationship with depression, while ASE was negatively related to depression and mediated the relationship between VPA and depression. These findings helped to develop an assumptive framework for understanding the interaction between Shanghai junior high school students\u2019 PA, ASE, and depression; thereby, contributing valuable knowledge to the field of educational psychology and public health. These data also provide targeted insights for educators, policymakers, and parents in Shanghai and may be beneficial to planning interventions and policies aimed at enhancing student well-being and academic performance.<\/jats:p>","DOI":"10.1177\/00315125251337854","type":"journal-article","created":{"date-parts":[[2025,4,22]],"date-time":"2025-04-22T13:02:01Z","timestamp":1745326921000},"page":"1087-1107","update-policy":"https:\/\/doi.org\/10.1177\/sage-journals-update-policy","source":"Crossref","is-referenced-by-count":3,"title":["Physical Activity, Academic Self-Efficacy, and Depression Among Ninth-Grade Students in Shanghai"],"prefix":"10.1177","volume":"132","author":[{"ORCID":"https:\/\/orcid.org\/0009-0009-3062-7975","authenticated-orcid":false,"given":"Dan","family":"Bai","sequence":"first","affiliation":[{"name":"Faculty of Educational Science and Technology, Universiti Teknologi Malaysia, Johor Bahru, Johor, Malaysia"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Asha Hasnimy","family":"Mohd Hashim","sequence":"additional","affiliation":[{"name":"Faculty of Educational Science and Technology, Universiti Teknologi Malaysia, Johor Bahru, Johor, Malaysia"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"179","published-online":{"date-parts":[[2025,4,22]]},"reference":[{"issue":"1","key":"e_1_3_5_2_1","first-page":"25","article-title":"School-related physical activity interventions and mental health among children: A systematic review and meta-analysis","volume":"6","author":"Andermo S.","year":"2020","unstructured":"Andermo S., Hallgren M., Nguyen T. 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