Deaton’s paper, though, is by no means the only one to have found a positive correlation between religion and health. This paper (pdf) says:
This is unlikely to be because God looks after his own. Instead, it’s because being religious is associated with things that are good for you. For example, in Deaton’s sample, religious men are less likely to smoke, more likely to feel they are respected by others, and more likely to be married - and these things are good for one’s health. Because these correlations are weaker for women, he found no evidence that religion improves women’s health - although the other research does find this.
It’s also the case that religious people are more likely to be extraverted and agreeable than others, and more likely to be generally happier (pdf). These things also help (pdf) us live longer.
Belief in God doesn't give us eternal life in the next world, but does seem to offer a longer life in this one.
Contrary to the impression given by Richard Dawkins, religion does seem to have some beneficial effects.