I think it would be too much initially to start the process which would tank our economy. Believe me, if it was possible, and didn't hurt the economy or citizens at all, and it was implemented smoothly with out many problems, I'd say give it a try.. But our economy is very fragile right now, our debt is crazy, I feel bad for the next president that has to take the stand (the only lucky president to take the stand in recent years which had little issues was g. W after Clinton, Clinton did very well and cleaned things up nicely imo.)..
Another issue is the cost of living in Denmark. It's insane, so citizens don't have very much disposable income. They get paid time off and all sorts of good things like vacation, maternity leave etc.. But they have no money to do anything. Well most don't, at least that's the impression I get from talking to some people. They do have awesome social programs which make their lives a little easier but at a cost of having less opportunity to "move on up' in the tax brackets. Just my opinion, I could be wrong, Ive only talked with a handful of people from Denmark.
Here's something to look at. Denmark vs US cost of living
http://www.nationmaster.com/country-info/compare/Denmark/United-States/Cost-of-living