From the forums -
Anne Halligan: So far I have not unearthed any and the study being ....
I have very little doubt you'll find a positive correlation that will stand up to statistical analysis. However, I think you'd be barking up the wrong tree. If you did a similar study on people in general with active and inquiring intellects, I suspect the results would be the same. Remember, atheists don't hide from reality, they stare it in the face. Gaze into the abyss if you will. Atheists are a subset of this group (intellect and education tend to have an inverse relationship with religiosity after all, as many have observed). As are artists - another notable group prone to depression and substance abuse.
To me, if you spend enough time observing events as they unfold in Africa, Central Asia and the Middle East, to not have intimate encounters with depression would be an aberration.
Don't set your scope too narrowly. Good luck.