For the love of God

A while back there were blog entry by me about a report released by the Iona Institute & written by Patricia Casey regarding the association between well-being and religiousity. I was quite critical since I think the literature surveyed (which tends to find a positive association if any) was essentially a correlation but appeared to be interpreted as causal i.e that religion made one better off. To paraphrase the great theologian, Fr Jack, "That would be an empirical matter". In the absence of some form of exogenous assignment of religion I don't see how these epidemiological analyses can tell us anything causal.
In the spirit of methodological ecumenism & in a moment of idleness I thought to consider the question of whether particular denominations are associated with greater happiness. Using the ESS (rounds 1 to 3) I regress happiness (on a 0 to 10 scale) on denomination, a measure of religiousity and a bunch of controls (which all behave sensibly, details on request).
Relative to the non-religious, Protestants are the big winners, in fact the only winners. Catholics and Jews are no better off. Orthodox Christians & Muslims are worse off. However there is a positive gradient to (self-reported) religiousity. Frequency of prayer doesn't kick-in & is not included.
The results are robust to choice of estimator: using ordered probit or a Tobit doesn't change things.

(1) happy (0 - 10) (robust t statistic in parentheses)
Roman Catholic 0.0190 (1.08)
Protestant 0.0902*** (5.19)
Orthodox -0.195** (3.26)
Other Christian -0.0492 (1.13)
Jewish -0.288 (1.41)
Muslim -0.349*** (5.48)
Eastern -0.171 (1.64)
Other non Christian -0.118 (0.96)
Religiousity 0.0603*** (23.62)

controls:age, living alone, health, disability, sex, education, whether foreign, country dummies.