So for example, people in the 1500's were dirty all the time and didn't have electricity, but were they actually less happy than someone from modern day because of that? Is there any research on that?
Very hard to judge because its so subjective a question. 'people from the 1500s', for example, is a wide sample. which class? from which country / area? gender? Perhaps interesting (although undoubtedly difficult) research to undertake would be to try and find signs of depression or other related mental illnesses that characterize western society today in previous cultures and societies.
One thing to note is that people don't dread what doesn't exist, especially in past times.
It wasn't until the industrial revolution where people looked to the future to provide relief technologically.
They didn't have many of the things we adore today, but ignorance is bliss eh? Are you miserable without your bacon making sex robot?
In many ways we may look back and judge their existence as miserable, and we may be miserable in their shoes, but not by any standards they would've known would they have been miserable.