Correlational findings on happiness can be compared across nations. For this purpose
you can use the data file 'States of Nations', which is part of this 'World Database of
States of Nations covers all the nations in which average happiness has been assessed by means of general population samples, currently 135 cases. It contains information about various characteristics of these nations, such as its economic affluence, political stability and demographic composition, which you can use when analyzing difference in correlational findings in nations.
The variables (nation characteristics) in this file can be browsed on this site. The full SPSS data file is free available on request.
Some of the correlational findings are already entered in the datafile. Under 'Correlates of Happiness' you find how happiness relates to income, education and marital status in different countries. You can add your own variables of interest to this file.
States of Nations is an inventory of country characteristics. It is part of the World Database of Happiness