Most psychiatric disorders are associated with several risk factors, but a few underlying psychopathological dimensions account for the common co-occurrence of disorders. If these underlying psychopathological dimensions mediate associations of the risk factors with psychiatric disorders, it would support a trans-diagnostic orientation to etiological research and treatment development.

An analysis was performed of the 2012–2013 National Epidemiologic Survey on Alcohol and Related Conditions III (NESARC-III), a US nationally representative sample of non-institutionalized civilian adults, focusing on respondents who were aged ⩾21 (n = 34 712). Structural equation modeling was used to identify the psychopathological dimensions underlying psychiatric disorders; to examine associations between risk factors, psychopathological dimensions and individual disorders; and to test whether associations of risk factors occurring earlier in life were mediated by risk factors occurring later in life.

A bifactor model of 13 axis I disorders provided a good fit (CFI = 0.987, TLI = 0.982, and RMSEA = 0.011) including an overall psychopathology factor as measured by all 13 disorders and 2 specific factors, one for externalizing disorders and one for fear-related disorders. A substantial proportion of the total effects of the risk factors occurring early in life were indirectly mediated through factors occurring later in life. All risk factors showed a significant total effect on the general psychopathology, externalizing and fear-related factors. Only 23 of 325 direct associations of risk factors with psychiatric disorders achieved statistical significance.

Most risk factors for psychiatric disorders are mediated through broad psychopathological dimensions. The central role of these dimensions supports trans-diagnostic etiological and intervention research.