Michael Williams points to some really fascinating statistics about depression rates and marital status:

Divorce and Depression

The National Institute of Mental Health found that women in cohabiting relationships had much greater rates of depression than women in married relationships (second only to those twice divorced). The numbers fall as follows (annual rate of incident of depression per 100):

Married (never divorced) 1.5
Never married 2.4
Divorced once 4.1
Divorced twice 5.8
Cohabiting 5.1

Lee Robins and Darrel Regier, Psychiatric Disorders in America: The Epidemiologic Catchment Area Study (New York: Free Press, 1991), p. 64.

I'll get to the subject of premarital cohabitation in a bit and start with the divorce statistics.

There are basically two ways this data can be interpreted:
1) Divorce makes one more likely to experience depression.
2) Someone suffering from depression is more likely to become divorced.

While the web site is pushing for the first possibility, I think it's too easy to overlook the second. The fact is that depression makes a woman considerably more difficult to live with and, as such, it's not surprising in the slightest that there is a 70% increase in depression among those women that have been divorced than those that have not married (and 142% for those that divorce twice). Also, people that are suffering from depression are more likely to go into marriage ill-advisedly because they absolutely must have someone by 25 or they will wither away the rest of their lives completely and utterly alone.

On the other hand, to some extent that would have to be negated by those whose depression prevents them from getting married in the first place. Depressed people are often (though not always) withdrawn from society and less likely to meet people. Additionally, they often have "red flags" that warn potential suiters away. So a fair number of the socially dabilitated depressed should fall into the "never married" category as well.

The same, to an extent, can be said of those cohabitating. There is the possibility that those suffering from depression are less likely to get married. For instance the depression could have resulted in a loss of religious faith and without that faith there is less of an impetus to get married. Depression also leads one to doubt their own judgment and, as such, they don't have enough faith in themselves to stay married permanently. There is also the matter of social alienation which follows (or is caused by) depression. Once one is alienated from society, they don't tend to take its legal institutions seriously. There also may be a reluctance on the part of male partners to marry someone that exhibits the symptoms of depression so that even if they wanted to marry, their partners don't.

The other possibility is that cohabitation causes depression in people. It's not obvious why this would be the case unless one holds traditional or socially conservative views on marriage or has retro views on gender roles. Those that hold such positions would likely conclude that they are unhappy because they are rejecting the Lord, she is unhappy because she wants to be married and he doesn't want to because he's already getting what he wants (sex), or without the official documentation the nature of the relationship is more tentative than one party or the other might otherwise prefer and stability is required for happiness. On a more practical and less ideological (or theological) level, women suffering from depression also run the risk of moving in with a boyfriend too soon. I've known some possibly-depressed people that have moved in with their beaus in under a month.

While the reasons for higher depression numbers in those divorced seem pretty straightforward, it's a bit more difficult on the subject of cohabitation. I honestly wouldn't have expected the depression rate to increase by over 100%. I get the feeling there may be a possibility that I am missing altogether, but I'm not sure what it might be. If I was, then I wouldn't be missing it, would I?

It's pretty apparent that non-marital cohabitation and/or divorce does not result in depression for most people, so even if we were to place their marital status as the "cause" instead of the "effect", it's important to note that we're maxing out at under 6% as having depression. The question is about those that may be on the borderline of depression and weather or not such people are making themselves succeptable to depression with their life choices.

It's difficult to tell definitively with the information given. I'd find the statistics a lot more useful if they had "before and after" results in a longitudinal study. If anyone has numbers on that, I'd love to see them.