People in more equal societies are far less likely to experience mental illness.
Until recently it was hard to compare levels of mental illness between different countries because nobody had collected strictly comparable data, but recently the World Health Organisation has established world mental health surveys that are starting to provide data. They show that different societies have very different levels of mental illness. In some countries only 5 or 10% of the adult population has suffered from any mental illness in the past year, but in the USA more than 25% have.
We first showed a relationship between mental illness and income inequality in eight developed countries with WHO data - the USA, France, Netherlands, Belgium, Spain, Germany, Italy, and Japan. Since then we've been able to add data for New Zealand and for some other countries whose surveys of mental illness, although not strictly comparable, use very similar methods - Australia, the UK and Canada. As the graph below shows, mental illness is much more common in more unequal countries. Among these countries, mental illness is also more common in the richer ones.
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Wilkinson RG, Pickett KE. The Spirit Level. Penguin. 2009. Buy the book from Amazon.