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This paper examines the effect of religious attendance and affiliation on psychological distress in a longitudinal community study of 720 adults. Religious affiliation is unrelated to mental health status. In contrast, although religious attendance does not directly reduce psychological distress, it buffers the deleterious effects of stress on mental health. That is, in the face of stressful events and physical health problems, religious attendance reduces the adverse consequences of these stressors on psychological well-being.
Williams et al. (1991) studied this question.