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The aim of the current study was to utilize a structural model to examine simultaneously the relationships among socioeconomic status (SES), anxiety sensitivity, stress, psychological problems, Native American identity, cultural related anxiety, and coping. The proposed structural equation model was tested using AMOS (Analysis of Moment Structures). The social stress literature provided a theoretical framework; it suggests that SES-linked social stressors that result in higher levels of psychological disorders adversely affect people from lower SES backgrounds. Data were gathered from 150 Native American attendees at a Pow-Wow. SES was hypothesized to impact negatively on anxiety sensitivity. Anxiety sensitivity was predicted to positively influence perceived stress; perceived stress was predicted to positively influence psychological problems. Culturally related anxiety was predicted to positively influence perceived stress, whereas Native American identity was anticipated to have an inverse relationship to culturally related anxiety. Finally, certain coping styles were predicted to negatively affect psychological problems. Results indicated that psychological problems in Native Americans are influenced sequentially by a variety of social and psychological factors. As SES became higher in Native Americans, their anxiety sensitivity was lower. When their anxiety sensitivity and culturally related anxiety were heightened, it influenced perceived stress, which affected an increase in psychological problems. Uniquely, culturally related anxiety was found to influence stress, along with anxiety sensitivity, in a causal path leading to psychological problems. Additionally, certain coping styles influenced psychological problems. The adequacy of this model, how findings relate to Native American mental health, limitations, implications for practice, and future directions are discussed.