India has the most entrepreneurship.

I came across this by accident, I have to admit I would never have guessed it.  It makes sense thou, as every farmer in India is self-employed. There is a long tradition of running your own business, so common it's never even though of in those terms.  Just one walk through the markets there and the number of self starting entrepreneurs is astonishing.  Of course there is almost no regulation to anyone with a basket of fruit can start selling on the street and never get hassled.   It's woven throughout their culture and yet as they become westernized they seem to loose much of that. 

Self‐employed with employees rankings:

From Wolfram Alpha