From the Gallup Organization, a poll:
PRINCETON, NJ -- Republicans are significantly more likely than Democrats or independents to rate their mental health as excellent, according to data from the last four November Gallup Health and Healthcare polls. Fifty-eight percent of Republicans report having excellent mental health, compared to 43% of independents and 38% of Democrats. This relationship between party identification and reports of excellent mental health persists even within categories of income, age, gender, church attendance, and education.
The basic data -- based on an aggregated sample of more than 4,000 interviews conducted since 2004 -- are straightforward.
That is, it's not just because those party identifiers denote subsets that vary by income, age, etc. Whether this is true or not is another question entirely, though it appears that the correlation is consistent. They do draw a conclusion that made me scratch my head a bit.
In other words, party identification appears to have an independent effect on mental health even when each of these is controlled for.
Or, alternatively, sound mental health, or at least having the perception that you're in charge of, responsible for, and capable of handling your life may predispose to identification with Republican values and beliefs. Can you say, 'rugged individualism'? Sure, I thought you could.