Americans tend to believe that individuals achieve material success as a direct result and only because of indefinable personal attributes. So if you are successful, it is because you worked hard and are a good person, and if you aren't, it is the result of some sort of character flaw. This belief extends all the way from the Puritans, who believed that individuals were saved or sent to hell based on God's whim, and that the only way to know if you were one of the saved was if he favored you by allowing you to do well economically.
Conservatives claim that only bad people are poor, because if they were decent people they would have worked their way out of poverty. Thus, according to them, the welfare state, which is a state that provides social safety nets for its citizens (social security, welfare benefits, unemployment benefits, a minimum wage, etc.) is actually just giving money to people who are too lazy to work. They think that these people live fat off the government while not actually working or giving back to society.
These arguments are false for a variety of reasons. First of all, people are clearly not only succesful because they are good or hard workers (in fact, often the opposite - they lie, cheat, steal, are born rich, etc.). It is in fact incredibly difficult to get out of poverty as your opportunities for decent education and higher education (college) are rather limited.
Furthermore, these "welfare state" arguments tend to take on a racial undertone on occasion as poor people are disproportionally minority, and leads to stereotypes like the single black mother with lots of kids who lives fat off the government checks. In reality, nobody can live above the poverty line on just welfare checks, and in fact it is almost impossible to live above the poverty line while holding down 3 or 4 minimum wage jobs (the wages you need to realistically live above the poverty line while working is called the living wage).
Also, poor people work a lot harder on average than people who are better off because they have to in order to reach this living wage.
These "welfare state" arguments tend to be made for several reasons, from ignorance of the system, racism, the desire to believe one's self has "made it" not because of societal factors but because they themselves deserved it, and crass political manipulation by the rich who wish to pay less taxes in order to retain more money. Don't believe any of it.
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