It seems to me the source is Kipling's 1923 Rectorial Address "Independence", which is reprinted in "A Book of Words".
While the precise words quoted in the original enquiry do not appear as such, the whole theme of the address is that of owning oneself - and what concessions can be made to "the Tribe" . Kipling says "the principle is the same—'At any price that I can pay, let me own myself' "
Howard Mather, Wykeham Books
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