Can Reporting Heterogeneity Explain Differences in Depressive Symptoms Across Europe?

Depression is one of the leading causes of disability in the developed world. Previous studies have shown varying depression
prevalence rates between European countries, and also within countries, between socioeconomic groups. However, it is unclear
whether these differences reflect true variations in prevalence or whether they are attributable to systematic differences
in reporting styles (reporting heterogeneity) between countries and socioeconomic groups. In this study, we examine the prevalence
of three depressive symptoms (mood, sleeping and concentration problems) and their association with educational level in 10
European countries, and examine whether these differences can be explained by differences in reporting styles. We use data
from the first and second waves of the COMPARE study, comprising a sub-sample of 9,409 adults aged 50 and over in 10 European
countries covered by the Survey of Health, Ageing and Retirement in Europe. We first use ordered probit models to estimate
differences in the prevalence of self-reported depressive symptoms by country and education. We then use hierarchical ordered
probit models to assess differences controlling for reporting heterogeneity. We find that depressive symptoms are most prevalent
in Mediterranean and Eastern European countries, whereas Sweden and Denmark have the lowest prevalence. Lower educational
level is associated with higher prevalence of depressive symptoms in all European regions, but this association is weaker
in Northern European countries, and strong in Eastern European countries. Reporting heterogeneity does not explain these cross-national
differences. Likewise, differences in depressive symptoms by educational level remain and in some regions increase after controlling
for reporting heterogeneity. Our findings suggest that variations in depressive symptoms in Europe are not attributable to
differences in reporting styles, but are instead likely to result from variations in the causes of depressive symptoms between
countries and educational groups.