Typically people ask about the color of happiness, power, and other positive attributes. When a former student asked about the color of insanity, it deserved an answer. Here are a few things to ponder:
In Russia, a colloquial expression for an insane asylum is "yellow house" because (a long time ago) they used to be painted yellow.
"The Yellow Wallpaper" by Charlotte Gilman Perkins has been tied to a certain form of OCD. Furthermore, the color of the wallpaper has been explored in a number of scholarly literary papers.
Van Gogh's palette became more and more yellow towards the end of his life. His "insanity" was supposedly caused by lead poisoning because he inadvertently "ate" his paints ("hand to mouth" gestures, holding a brush handle in his mouth, etc.).
Studies on the effects of LSD (& other hallucinogenic drugs) have shown drawings/paintings by "crazy" folks with much more yellow as the effects advanced.