Angus Deaton has a nice recent piece on height & well being.
http://www.princeton.edu/~deaton/downloads/life_at_the_top_benefits_of_height_final_june_2009.pdf
As an exercise I plot, from SHARE, the relationship between Depression (the EUROD scale) and height (in cm.) for men & women separately. The gradient is noticeably steeper for females and is flat at high levels.
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