Cross-country differences in self-rated health: decomposing the influence of depressive symptoms

Despite extensive research on self-rated health (SRH), the extent to which mental health contributes to SRH and whether this relationship varies across countries remains underexplored. This study quantifies the contribution of depressive symptoms to SRH and examines cross-national variation in this association. Using data from adults aged 55+ from 28 countries in the Survey of Health, Ageing, and Retirement in Europe (SHARE, wave 9, 2022) (N = 69 447), we applied four approaches: (i) country-specific pseudo-R² models assessing the contribution of depressive symptoms (EURO-D) to SRH, adjusting for sociodemographic factors, physical health, and functional limitations; (ii) partial correlation networks to visualize relationships among SRH, depressive symptoms, and physical health; (iii) Blinder-Oaxaca decompositions to quantify cross-country differences in SRH attributable to depressive symptoms; and (iv) stratification by gender. Depressive symptoms explained nearly as much variance in SRH as physical health. Partial correlation networks showed SRH as central to all health measures, with correlations between SRH and depressive symptoms ranging from 0.15 (Israel) to 0.37 (Romania). Decomposition analyses identified three patterns: countries with low prevalence but stronger SRH-depression associations (e.g. Denmark, Sweden), countries with higher prevalence but weaker SRH-depression associations (e.g. Estonia, Lithuania), and countries with both low prevalence and weak associations (e.g. Greece, Spain). Gender differences in SRH were not meaningfully explained by differences in depressive symptoms. In conclusion, this study finds that depressive symptoms independently contribute to SRH, but their influence varies cross-nationally, reflecting culturally shaped understandings of 'health'.