Religious service attendance and major depression: a case of reverse causality?
Duke Investigator: Joanna Maselko, ScD 
In February 2012, the American Journal of Epidemiology published a study examining the connection between religious service attendance and major depression . The research, led by Duke’s Joanna Maselko, ScD, found that women who developed depression early in life were more likely to stop attending religious services. This finding could partly explain why those who regularly go to religious services have lower rates of depression, and contradicts prior research showing that religious people are less likely to be depressed. "This doesn't mean that the findings from past studies are all wrong," Dr. Maselko told Reuters Health. She continued, "I think the jury is still out on religiosity and mental health."
Reuters, Study questions religion-depression link 
Duke Chronicle, Study probes connection between religiosity and depression