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The major problem with these studies is that they're often only done in the United States where the religious are a majority and the non-religious are a minority. This of course satifies another criteria for happiness.

In fact, a study done in the Netherlands and Denmark, where the non-religious are the majority, resulted in much, much lower differences between the two. As the study concludes:

"the question in further research should not be whether religiousness boosts happiness, but in what conditions for what people."

There are just so many variables involved here, namely geographical, that a blanket conclusion that 'religious people are more likely to be happy' is a gross oversimplification.

A sense of community is what I would attribute as being the strongest factor for that argument. Of course, I'm talking purely out of my ass on that thought.