*3.2. Association of Depression and Anxiety with Other Variables*

A Pearson's χ<sup>2</sup> test of independence was performed separately for each country to examine 2 × 2 association between mental health indices, such as depression and anxiety, and such variables as gender, place of residence, level of study, exposure to COVID-19, the perceived impact of COVID-19 on students' well-being (PIC), including qualifications (graduation), economic status, and relationships, physical activity, and physical health as rated independently and compared with people of the same age. As shown in Tables S1 and S2, numerous associations were found for the nine countries for depression and anxiety, respectively.

The relationship between depression and gender was significant in Colombia (χ2(1) = 4.44, *p* < 0.05, φ = 0.17), Poland (χ2(1) = 7.28, *p* < 0.01, φ = 0.16), Russia (χ2(1) = 10.24, *p* < 0.01, φ = 0.19), Turkey (χ2(1) = 15.40, *p* < 0.001, φ = 0.22), and Ukraine (χ2(1) = 9.02, *p* < 0.01, φ = 0.17). Place of residence was not significantly associated with depression at all in any country. The level of study was significantly related to depression in Colombia (χ2(1) = 4.16,

*<sup>p</sup>* < 0.05, <sup>φ</sup> <sup>=</sup> −0.16), Czechia (χ2(1) = 5.71, *<sup>p</sup>* < 0.05, <sup>φ</sup> <sup>=</sup> −0.13), and Slovenia (χ2(1) = 8.24, *p* < 0.01, φ = −0.19), while it was of no importance in the other countries. The relationship between depression and exposure to COVID-19 was significant in most countries (except Turkey and Colombia), including Slovenia (χ2(1) = 0.23, *p* < 0.001, φ = 0.33), Czechia (χ2(1) = 11.44, *p* < 0.001, φ = 0.19), Germany (χ2(1) = 4.16, *p* < 0.05, φ = 0.12), Poland, (χ2(1) = 7.60, *p* < 0.01, φ = 0.16), Ukraine (χ2(1) = 6.65, *p* < 0.01, φ = 0.15), Russia (χ2(1) = 10.39, *p* < 0.01, φ = 0.19), and Israel (χ2(1) = 15.99, *p* < 0.001, φ = 0.28). Except Colombia, the total PIC was linked to depression in the following: Slovenia (χ2(1) = 33.96, *p* < 0.001, φ = 0.40), Czechia (χ2(1) = 16.10, *p* < 0.001, φ = 0.23), Germany (χ2(1) = 39.80, *p* < 0.001, φ = 0.39), Poland, (χ2(1) = 20.85, *p* < 0.001, φ = 0.26), Ukraine (χ2(1) = 13.00, *p* < 0.001, φ = 0.21), Russia (χ2(1) = 19.72, *p* < 0.001, φ = 0.26), Turkey (χ2(1) = 9.26, *p* < 0.01, φ = 0.17), and Israel (χ2(1) = 35.64, *p* < 0.001, φ = 0.42). Qualifications were insignificant in Czechia and Poland. However, they were of concern in Slovenia (χ2(1) = 32.67, *p* < 0.001, φ = 0.40), Germany (χ2(1) = 16.95, *p* < 0.001, φ = 0.25), Ukraine (χ2(1) = 4.96, *p* < 0.05, φ = 0.13), Russia (χ2(1) = 15.66, *p* < 0.001, φ = 0.23), Turkey χ2(1) = 6.09, *p* < 0.05, φ = 0.14), Israel (χ2(1) = 12.94, *p* < 0.001, φ = 0.26), and Colombia (χ2(1) = 3.93, *p* < 0.05, φ = 0.16). Deterioration of economic status was a source of concern in most countries (except Poland): Slovenia (χ2(1) = 10.10, *p* < 0.01, φ = 0.22), Czechia (χ2(1) = 8.46, *p* < 0.01, φ = 0.16), Germany (χ2(1) = 14.02, *p* < 0.001, φ = 0.23), Ukraine (χ2(1) = 4.65, *p* < 0.05, φ = 0.12), Russia (χ2(1) = 11.25, *p* < 0.001, φ = 0.20), Turkey χ2(1) = 13.58, *p* < 0.001, φ = 0.21), Israel (χ2(1) = 13.12, *p* < 0.001, φ = 0.26), and Colombia (χ2(1) = 5.06, *p* < 0.05, φ = 0.18). Relationships with friends and family members were a source of concern in most countries during the COVID-10 pandemic (except Colombia): Slovenia (χ2(1) = 13.70, *p* < 0.001, φ = 0.27), Czechia (χ2(1) = 11.06, *p* < 0.001, φ = 0.19), Germany (χ2(1) = 9.76, *p* < 0.01, φ = 0.19), Poland (χ2(1) = 24.57, *p* < 0.05, φ = 0.29), Ukraine (χ2(1) = 8.36, *p* < 0.01, φ = 0.16), Russia (χ2(1) = 24.16, *p* < 0.001, φ = 0.29), Turkey χ2(1) = 4.26, *p* < 0.05, φ = 0.12), and Israel (χ2(1) = 14.38, *p* < 0.001, φ = 0.27). The relationship between high depression and insufficient physical activity (PA less than 150 min. per week) was revealed in Poland (χ2(1) = −4.85, *<sup>p</sup>* < 0.05, <sup>φ</sup> <sup>=</sup> −0.13), Ukraine (χ2(1) = −11.77, *<sup>p</sup>* < 0.001, <sup>φ</sup> <sup>=</sup> −0.20), Russia (χ2(1) = −7.36, *<sup>p</sup>* < 0.01, <sup>φ</sup> <sup>=</sup> −0.16), and Israel (χ2(1) = 3.89, *<sup>p</sup>* < 0.05, <sup>φ</sup> <sup>=</sup> −0.14). An association between high depression and worse physical health was significant in most countries (except Czechia and Ukraine): Slovenia (χ2(1) = 15.16, *p* < 0.001, φ = 0.27), Germany (χ2(1) = 21.71, *p* < 0.001, φ = 0.29), Poland (χ2(1) = 13.14, *p* < 0.001, φ = 0.21), Russia (χ2(1) = 10.00, *p* < 0.01, φ = 0.19), Turkey χ2(1) = 5.89, *p* < 0.05, φ = 0.14), Israel (χ2(1) = 4.89, *p* < 0.05, φ = 0.16), and Colombia (χ2(1) = 5.14, *p* < 0.05, φ = 0.18). When students compared self-rated physical health to other people of the same age, the association between depression and comparative health was noted in most countries (except Russia): Slovenia (χ2(1) = 20.88, *p* < 0.001, φ = 0.32), Czechia (χ2(1) = 14.45, *p* < 0.001, φ = 0.22), Germany (χ2(1) = 7.09, *p* < 0.01, φ = 0.16), Poland (χ2(1) = 21.64, *p* < 0.001, φ = 0.27), Ukraine (χ2(1) = 6.96, *p* < 0.01, φ = 0.15), Turkey χ2(1) = 10.73, *p* < 0.001, φ = 0.19), Israel (χ2(1) = 5.76, *p* < 0.05, φ = 0.17), and Colombia (χ2(1) = 6.83, *p* < 0.01, φ = 0.21).

Anxiety was related to gender in Israel (χ2(1) = 4.87, *p* < 0.05, φ = 0.16), Russia (χ2(1) = 4.15, *p* < 0.05, φ = 0.12), Turkey (χ2(1) = 9.15, *p* < 0.01, φ = 0.17) and Ukraine (χ2(1) = 7.52, *p* < 0.01, φ = 0.16). An association between anxiety and place of residence was significant solely in Poland (χ2(1) = 7.67, *p* < 0.01, φ = 0.16). The relationship between the level of study and anxiety was observed in Czechia (χ2(1) = 6.80 *<sup>p</sup>* < 0.01, <sup>φ</sup> <sup>=</sup> −0.15) and Slovenia (χ2(1) = 5.61, *<sup>p</sup>* < 0.05, <sup>φ</sup> <sup>=</sup> −0.16). Exposure to COVID-19 was significantly associated with anxiety in all countries, Slovenia (χ2(1) = 13.25, *p* < 0.001, φ = 0.25), Czechia (χ2(1) = 10.34, *p* < 0.01, φ = 0.18), Germany (χ2(1) = 8.82, *p* < 0.01, φ = 0.18), Poland (χ2(1) = 8.97, *p* < 0.01, φ = 0.17), Ukraine (χ2(1) = 10.03, *p* < 0.01, φ = 0.18), Russia (χ2(1) = 6.95, *p* < 0.01, φ = 0.16), Turkey χ2(1) = 7.90, *p* < 0.01, φ = 0.16), Israel (χ2(1) = 10.28, *p* < 0.01, φ = 0.23), and Colombia (χ2(1) = 4.40, *p* < 0.05, φ = 0.17). The total PIC was significantly related to anxiety in all countries: Slovenia (χ2(1) = 29.98, *p* < 0.001, φ = 0.38), Czechia (χ2(1) = 13.01, *p* < 0.001, φ = 0.20), Germany (χ2(1) = 9.36, *p* < 0.01, φ = 0.18), Poland (χ2(1) = 12.74, *p* < 0.001, φ = 0.21), Ukraine (χ2(1) = 17.48, *p* < 0.001, φ = 0.24), Russia (χ2(1) = 5.34, *p* < 0.05, φ = 0.14), Turkey χ2(1) = 11.92, *p* < 0.001, φ = 0.20), Israel (χ2(1) = 32.27,

mboxemphp < 0.001, φ = 0.40), and Colombia (χ2(1) = 8.14, *p* < 0.01, φ = 0.23). Qualifications (graduation) were an important source of concern in most countries (except in Poland): Slovenia (χ2(1) = 23.19, *p* < 0.001, φ = 0.33), Czechia (χ2(1) = 17.80, *p* < 0.001, φ = 0.24), Germany (χ2(1) = 11.62, *p* < 0.001, φ = 0.21), Ukraine (χ2(1) = 11.31, *p* < 0.001, φ = 0.19), Russia (χ2(1) = 7.37, *p* < 0.01), Turkey χ2(1) = 8.78, *p* < 0.01, φ = 0.27), Israel (χ2(1) = 9.81, *p* < 0.01, φ = 0.22), and Colombia (χ2(1) = 8.06, *p* < 0.01, φ = 0.23). Deterioration of economic status was important in Slovenia (χ2(1) = 4.96, *p* < 0.05, φ = 0.15), Czechia (χ2(1) = 15.81, *p* < 0.001, φ = 0.23), Germany (χ2(1) = 4.27, *p* < 0.05, φ = 0.13), Russia (χ2(1) = 4.47, *p* < 0.05, φ = 0.13), Turkey χ2(1) = 15.00, *p* < 0.001, φ = 0.22), and Israel (χ2(1) = 4.42, *p* < 0.05, φ = 0.15). Excluding Germany, social relationships were of importance in Slovenia (χ2(1) = 13.39, *p* < 0.001, φ = 0.25), Czechia (χ2(1) = 4.27, *p* < 0.05, φ = 0.12), Poland (χ2(1) = 21.95, *p* < 0.001, φ = 0.27), Ukraine (χ2(1) = 13.05, *p* < 0.001, φ = 0.21), Russia (χ2(1) = 10.04, *p* < 0.01, φ = 0.19), Turkey χ2(1) = 4.87, *p* < 0.05, φ = 0.13), Israel (χ2(1) = 14.66, *p* < 0.001, φ = 0.27), and Colombia (χ2(1) = 5.62, *p* < 0.01, φ = 0.19). The relationship between insufficient level of physical activity and high anxiety was statistically significant in Poland (χ2(1) = −7.94, *<sup>p</sup>* < 0.01, <sup>φ</sup> = 0.16) and Ukraine (χ2(1) = −4.80, *<sup>p</sup>* < 0.05, <sup>φ</sup> = 0.12). Poor physical health was related to high anxiety in most countries (except Czechia and Israel): Slovenia (χ2(1) = 6.45, *p* < 0.05, φ = 0.18), Germany (χ2(1) = 9.38, *p* < 0.01, φ = 0.17), Poland (χ2(1) = 18.51, *p* < 0.001, φ = 0.25), Ukraine (χ2(1) = 6.47, *p* < 0.05, φ = 0.14), Russia (χ2(1) = 4.97, *p* < 0.05, φ = 0.13), Turkey χ2(1) = 13.29, *p* < 0.001, φ = 0.21), and Colombia (χ2(1) = 4.24, *p* < 0.05, φ = 0.16). Comparative physical health was linked to anxiety in most countries (except Ukraine, Israel): Slovenia (χ2(1) = 10.75, *p* < 0.01, φ = 0.23), Czechia (χ2(1) = 4.64, *p* < 0.05, φ = 0.12), Germany (χ2(1) = 4.19, *p* < 0.05, φ = 0.13), Poland (χ2(1) = 18.56, *p* < 0.001, φ = 0.25), Russia (χ2(1) = 4.50, *p* < 0.05, φ = 0.13), Turkey χ2(1) = 11.19, *p* < 0.001, φ = 0.19), and Colombia (χ2(1) = 8.00, *p* < 0.01, φ = 0.23).
