Per capita anti-depressant use rankings and (highest) personal income tax rate rankings.

Tax rates are not comprehensive but I didn’t care to dig into all the specifics of nation state taxation.

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Interesting correlation

I'm guessing extractive taxes and anti-depressants are both features of developed countries, especially western ones

I wonder if you restricted your search to just western countries how strong the correlation is within that subset

When I see such stats, I picture someone deep in debt, armed, on drugs, stealing from other people.

That would be correct.