Religion, religiosity and depression: re-assessing their relationship

We provide evidence on the significant effect of religiosity (measured by attendance to religious services) on reducing depression. In particular, it is found a significant negative effect of religiosity on the probability of being depressed. Findings of previous studies are extended by showing that while the religious denomination seems to have a non-significant effect on the probably of depression, other aspects of religiosity, in particular the religious diversity of the country of residence does affect the prospects of depression. The probability of being depressed is higher, the lower the religious diversity. Other personal socio-economic variables have the expected and documented effects.