*4.3. Predictors of Depression and Anxiety in the Nine Countries*

The multiple regression models are closer to actual psychological complexity, as they reveal risk factors in their simultaneous effect on mental health, compared to bivariate models where the particular factors predict mental health issues independently. The most frequent predictors of depression and anxiety in the nine countries were gender, exposure to COVID-19, and comparative physical health.

The multiple logistic regression proved gender to be a significant predictor of anxiety but only among Israeli, Ukrainian, and Turkish students. Gender was a more frequent predictor of depression among Colombian, Polish, Russian, Turkish, and Ukrainian students, but a less significant predictor in Colombia. Previous cross-national research in 23 European countries showed that the largest gender differences in depression were noted in certain former Soviet Union countries, and the lowest in Western and Nordic countries [70]. The results in our study partially conform with the aforementioned report. However, in our research, gender was not a risk factor for mental health issues among students in Slovenia and Czechia (former Soviet Union countries). This inconsistency can be partially explained by gender inequalities denoted by the the Gender Inequality Index (GII) [82], which in Slovenia (0.07) and Czechia (0.14) is relatively lower compared to Ukraine (0.29) and Russia (0.25). Therefore, the gender role hypothesis seems to be a more appropriate explanation, particularly for female gender as a risk factor for depression in five out of the nine countries.

The gender role hypothesis claims that the gender gap in the prevalence of mental health issues is due to specific differences in coping resources, stressors, or opportunities for expressing psychological distress distinctively for women and men [83]. Gender role (the concept of femininity and masculinity) affects major risk factors for internalizing and externalizing problems [84]. This hypothesis has found a partial confirmation as regards depression, but not anxiety [83]. Depression was revealed to be related to the changes in traditional female gender roles. Narrowing gender differences in depression was observed along with the declining gender role traditionality [83]. Our study also confirms the significance of gender as a predictor of depression in relation to the gender role hypothesis. However, the results in Israel, Ukraine and Turkey also show the significance of gender in predicting anxiety in the student population during the COVID-19 pandemic.

Multiple regression models showed the importance of exposure to the COVID-19 infection in five countries (Slovenia, Czechia, Israel Russia, and Ukraine) for depression, and in four countries (Czechia, Poland, Turkey, and Ukraine) for anxiety, even though the stringency of restrictions index (ranging from 0 to 100) in those countries varied from 41 in Slovenia to 82 in Ukraine. Therefore, exposure to the infection as a risk factor of depression or/and anxiety appeared in several countries independently of restrictions introduced by the governments.

The perceived impact of COVID-19 on students' well-being was a risk factor for depression in Israel and Germany, and additionally, for anxiety in Israel. In other countries, this variable was insignificant in multivariate models. However, its subscales showed different patterns depending on the country. Worries about graduation were considered as risk factors for depression in Slovenia and Russia, and for anxiety in Czechia and Russia. The perceived impact of COVID-19 on students' economic status was significantly associated with depression and anxiety in the majority of the countries, as the above analysis showed. The deterioration of economic status as a risk factor for both depression and anxiety is in line with other studies [85,86]. However, when economic status was introduced in multiple models, it turned out to be a trivial predictor of depression, while being a significant predictor of anxiety only in one country (Czechia). Therefore, even though PIC Economic Status is relevant when analyzed as a singular risk factor for mental health, when combined with other risk factors for mental health, such as exposure to COVID-19 or female gender, it becomes insignificant.

Concern about relationship quality was the strongest predictor in the multivariate models of depression and anxiety in Poland and Russia. Therefore, in the countries with stronger traditional family values, the perceived impact of the COVID-19 pandemic on students' relationships with family was a significant risk factor for mental health issues. Insufficient physical activity in multivariate models was a risk factor for depression in Russia and Ukraine, and for anxiety in Czechia. Worse physical health played a different role than worse comparative physical health. General physical health was a strong predictor of depression in Germany and Russia and a weaker predictor of anxiety in Poland. Worse comparative health turned out to be a significant risk factor for depression in four countries (Czechia, Poland, Slovenia, and a weaker predictor in Turkey). For anxiety, this was true only for two countries. However, the results in Colombia and Czechia were not confirmed when the bias-corrected accelerated bootstrapping method was introduced. Therefore, comparative physical health was a more common predictor of depression than anxiety among students across the nine countries.

Although introduced variables allowed for the creation of multivariate models of depression in each country, anxiety was not explained by proposed predictors in Slovenia, Germany, and Colombia.
