Although the non-pharmacological interventions (NPI) including physical/social distancing has been mainly used as an effective instrument to reduce the spread of COVID-19 pandemic; it brings adverse economic consequences and negatively associated with mental well-being [3,4,5,6]. UK monthly GDP was 9.1% lower in August 2020 compared to February 2020 and unemployment mounted to 4.8% during July to September 2020 even in presence of government-supported furloughs. Increasing emphasis has been laid on mental health consequences of the lockdown and the mental health burden of the COVID-19 crisis is now a public health research priority . This emphasis is due to muli-faceted impact of lockdown measure on mental health such as unemployment, domestic violence, family separation, death of loved ones, social stigmatization, increased loneliness and work stress due to new and unconventional ways of working practices . According to the UCL COVID-19 social study  the levels of anxiety and depression had decreased in early June as lockdown measures began to lift. Mental health problem in UK adult population is higher in April, May and June 2020 compared to 2017-2019. These evidences manifest the stronger association between lockdown and mental health condition.
The effect of COVID-19 pandemic and associated lockdown measures on mental health has been examined extensively covering a number of countries such as USA, UK, India, Italy, Portugal, Japan, China, Brazil, Spain, Iran, Pakistan, Saudi Arabia and others [8,10]. All those countries experience significant negative effect of lockdown on mental health. A possible explanation of this pronounced negative effect on mental health could be contagion effect . The contagion psychology theory state that people tend to mirror the expression of emotions and behaviour of the crowd . The more uncertain the situation is, the more prominent this behaviour will be. Therefore, as the lockdown exert mental pressure to many, the psychological contagion tends to spread this fear and anxiety to many more leading the mental health condition of overall population to an alarming state. Some of the authors have claimed that the negative psychological effect of pandemic may last for years [13,14]. Potential economic and social problems from COVID-19 pandemic may encourage anticipatory fear among people . However, against these theoretical predictions of long-lasting mental health effect of COVID-19, there is counter intuitive thoughts that suggest that individuals possess psychological resilience that plays an important role in overcoming the adverse effect of stressful situations . There is evidence that shows that resilient individuals experience less anxiety and are able to recover quickly from any adverse and stressful situation . Support from family and friends is important source of psychological resilience . During the lockdown, people get more chance to interact with family and friends and stay close to each other for relatively longer period of time. As a result, lockdown could be an opportunity to develop psychological resilience. Hence, the mental health condition may improve once individuals have time to develop and nurture these close relationships with family and friends. Therefore, the effect of lockdown on mental health should not be unidirectional which has been found in most of the studies that we have discussed so far. Rather, we argue that although the mental health condition deteriorates at the initial phase of lockdown, as people get more time to spend time with their family and loved ones, they become more resilient and therefore mental health condition improves at the later phase of the lockdown.
Therefore, there is an urgency to understand the trajectory of mental health during lockdown with an emphasis on impact of the duration of the lockdown using a longitudinal dataset after controlling for other determinants of mental health. In this analysis we test the hypothesis whether number of days in lockdown shares a non-linear relationship on level of mental health using 4 waves of data, April, May, June and July 2020 from the UK Household Longitudinal Study (UKHLS) . Based on the theoretical prediction of resilience and relevant empirical evidence as discussed above, we assume, in our analysis, that individuals have natural tendencies to be resilient that help them to cope with stress and anxiety caused by COVID-19 pandemic and associated lockdown measures. We focus on the Likert index which is a sum of 12 questions from the General Health Questionnaire (GHQ-12). The respondent can select from one of 4 responses for each question with higher values representing worse outcomes (0-3). We use the reverse-coded GHQ, so a higher score depicts better mental health. Figure 1 shows the average mental health for male and female: mental health of females is lower than their male counterpart over the sample period.