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Objectives. The aim of the present study was to examine the role of religious acts within the relationship between measures of religious orientation and psychological well-being, to examine the theoretical view that religion can act as a coping mechanism. Design. Correlational statistics, principal components analysis with oblimin rotation and multiple regression were used to examine the relationships between a number of religiosity and psychological well-being measures. Method. A sample of 474 UK students (251 males, 223 females) were administered questionnaire measures of three aspects of religious orientation (intrinsic, extrinsic, Quest), frequency of personal prayer and church attendance, alongside measures of depressive symptoms, trait anxiety and self-esteem. Results. Though a number of significant correlations were found between measures of religiosity and psychological well-being, a multiple regression analysis using identifiable religious components suggests that frequency of personal prayer is the dominant factor in the relationship between religiosity and psychological well-being. Conclusions. The results suggest two points: (1) that the correlations between a number of measures of religiosity and psychological well-being may be mediated by the relationship between frequency of personal prayer and psychological well-being; (2) that personal prayer may be an important variable to consider within the theory of religious coping.