It is a quote from Kozma Prutkov.
"
- Если хочешь быть счастливым, будь им.
"
"If you want to be a happy perfon, be the one."
Actually most of his aphorisms sounds in Russian very funny but normally noone can either explain why or translate adequately.
"Россия для русских" - это неправильно. Остальные-то чем лучше?
I have made a full text search in the novel with different parts of that sentence in Russian ("not ashamed", "who I am", "what I've done") and did not find anything like that. There are some pieces about shame etc. but nothing like the complete phrase you provided.
Probably the translation you read was very free or it was a kind of shortened adaptation.
"Россия для русских" - это неправильно. Остальные-то чем лучше?
It's at the end when her and vronsky talking about her not going to the theatre because people will say really bad thing about her and than she said it to him "I'm not ashamed ...
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