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Digital mental health (dMH) interventions offer the ability to reach many more adolescents with anxiety than traditional, face-to-face therapy. While efficacious dMH interventions are available, premature dropout and low engagement is common if delivered on a self-help basis without any form of therapist guidance, and it is unclear who is most likely to complete and benefit from such interventions. This study investigated the role of demographic and early engagement factors in predicting overall program engagement and continued engagement respectively, in a self-directed, internet-based Cognitive Behavioral Therapy program for adolescent anxiety, namely BRAVE Self-Help. It examined multiple measures of engagement, including task completion, homework completion, and depth of engagement. It also examined the moderating role of baseline anxiety severity. Data from 2850 adolescents aged between 12 and 18-years-old who participated in BRAVE Self-Help were analysed via a series of moderated regressions. Results showed that early engagement was associated with continued engagement, demonstrated by early tasks (tasks completed in the first two sessions; R2=.035, P=<.001) and early depth (characters written in the first two sessions; R2=.08, P=<.001) predicting continued program depth (character count from sessions 3 to 10). Demographic factors and anxiety severity did not directly impact adolescents’ engagement in BRAVE Self-Help. These findings highlight the need to investigate ways to 1) enhance early engagement, and 2) better understand how to fully measure and capture all aspects of program engagement.