Ensuring the health and well-being of workers should be a top priority for employers and governments. The aim of the article is to evaluate and rank the importance of mental health determinants: lifestyle, demographic factors and socio-economic status. The research study is based on EHIS 2013-2015 data for a sample of N = 140,791 employees from 30 European countries. The results obtained using machine learning techniques such as gradient-boosted trees and SHAPley values show that the mental health of European employees is strongly determined by the BMI, age and social support from close people. The next vital features are alcohol consumption, an unmet need for health care and sports activity, followed by the affordability of medicine or treatment, income and occupation. The wide range of variables clearly indicates that there is an important role for governments to play in order to minimize the risk of mental disorders across various socio-economic groups. It is also a signal for businesses to help boost the mental health of their employees by creating holistic, mentally friendly working conditions, such as offering time-management training, implementing morning briefings, offering quiet areas, making employees feel valued, educating them about depression and burnout symptoms, and promoting a healthy lifestyle.
Keywords: European Health Interview Survey; European countries; demographic; gradient-boosted trees; lifestyle; mental disorders; mental health; socio-economic status.