The PSS‐10 was found to be highly reliable (overall Cronbach’s alpha: .869), with the exception of Kosovo (Cronbach’s alpha: .688). Confirmatory factor analysis indicated that the overall model fit the data well in the case of configural invariance (CFI = .996, TLI = .995, SRMR = .028, RMSEA = .028), but not metric invariance (CFI = .986, TLI = .985, SRMR = .044, RMSEA = .046). Based on the poor reliability of Kosovo, we decided to exclude data from this country and re‐estimated the multi‐group CFA model. After excluding data from Kosovo, the model slightly improved: configural (CFI = .996, TLI = .995, SRMR = .028, RMSEA = .028), metric (CFI = .987, TLI = .996, SRMR = .043, RMSEA = .044), and scalar invariance (CFI = .950, TLI = .955, SRMR = .073, RMSEA = .081). However, as the scalar invariance was not reached (a change in fit model indices was above recommended criteria, i.e. ΔCFI and ΔSRMR> .01), in the next step, we tested for a partial scalar invariance (Byrne et al., 1989; Steenkamp & Baumgartner, 1998). The final model fit the data well, and partial scalar invariance was reached (CFI = .983, TLI = .983, SRMR = .047, RMSEA = .050). Table 1 depicts mean stress levels across countries, and Table 2 presents correlations across variables of interest. The mean stress level in the present study in, for instance, the USA (M = 17.50) was significantly higher than the mean stress level (M = 13.19) indicated by the PSS‐10 norms (Cohen et al., 1994; 13.19), t(3896) = 19.45, p < .001, d = 0.63.