I need to know how to check for a bad relay.

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2005 Saturn L300. All dome lights, dimmer lights, and mirror lights have stopped working. Checked all fuses in both panels and all are good. What else can I check or how can I determine if a relay is bad? Battery died approximately 3 weeks after this problem occurred although it was 4 years old. Replaced battery and rechecked fuses. All are still good.