Governments are big compared to the 19th century, but their size has generally been stable over the past several decades, except perhaps in the US.
A look at differences in entrepreneurship participation rates across race.
The bivariate relationship between government expenditures (% GDP) and World Governance Indicators, 2015
A look at the distribution of government revenues to GDP.
A substantial proportion of entrepreneurs aren’t actually selling anything.
The distribution of personal incomes from entrepreneurship, from 2016 Survey of Consumer Finances
A look at the changing prevalence of entrepreneurship in America, 1989 – 2016