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Looking for a data set that attempts to measure happiness, welfare, and security. Ideally at an individual level across countries and or states. Thanks for any help you are provide.

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Not sure what exactly you mean with "happiness, welfare, and security" but the Life in transition survey (http://www.ebrd.com/what-we-do/economic-research-and-data/data/lits.html) has several possibly related questions including "How satisfied are you with your life", and exists in two waves with relatively big samples

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