mental health scores in each country—typically referred to as the “caseness” category in the psychology literature.<sup>6</sup> The results of both the OLS and probit estimations confirm widely reported associations across countries between demographic and household factors with mental health status across countries, albeit with some exceptions. Consistent with the existing literature (e.g. Awas et al. 1999, Andrews et al. 2001), in all five countries we find a tendency of mental health to worsen with age, with this effect significant in all countries except Tonga.<sup>7</sup> A second common regularity in the literature is a tendency for females to have worse mental health (Awas et al. 1999, Kessler et al. 2005). This is found to be the case in four out of the five countries, with the effect strongest in Mexico, where females are 8 percentage points more likely to be in the worst 10% of mental health scores. Tonga is again the exception, where females have significantly better mental health in the OLS regression. However, much of this appears driven by subclinical differences, since the probit results show a small and insignificant effect of being female.

A third consistent finding in the literature is that respondents who are separated, divorced or widowed report worse mental health compared to those who are married (Andrade et al., 2002; Andrews et al., 2001; Kessler et al., 2005; Weissman et al., 1996). This is found to be the case here in all countries except India, where widows report significantly better mental health. This difference in India appears driven by differences among individuals with relatively good mental health, as the coefficient becomes smaller and insignificant when we examine the likelihood of being in the worst 10% of mental health scores. In addition, small sample sizes (4 percent or 69 individuals are widowed in the Indian data) merit some caution in interpreting this result. Our results are also consistent with previous studies that have highlighted the links between poor physical and poor mental health (Kessler et al. 1994, Bijl et al. 2003). We measure physical health as a binary variable based on self-assessed general health status, and find a

> 6 Attempts to compare mental health prevalence across countries by the WHO International Consortium in Psychiatric Epidemiology (2000) yielded 12-month prevalence rates of 22.4% in Brazil, 12.6% in Mexico and 8.4% in Turkey. Taking the worst 10% and worst 5% as cut-offs therefore appears likely to include many individuals with diagnosable disorders. A more inclusive cut-off of 20% yields qualitatively similar results, as does a non-linear BoxCox transformation of mental health.

> 7 Das et al. (2007) carry out semi-parametric regressions to examine non-linearities in age and other covariates. There is slight evidence for a non-linear relationship between age and mental health in Tonga, with mental health falling and then improving with age, while all other countries and variables are linear. Adding a quadratic term in age to the OLS regression in Table 2 gives a p-value of 0.08. This quadratic relation appears to be driven by a few outliers, as the quadratic term becomes insignificant (p-value of 0.33) if we restrict the analysis to those aged 70 and younger. We therefore report only linear terms in this paper.

- 7 -