According to http://sciencecareers.sciencemag.org/career_magazine/previou... :
> According to a report from the University of California (UC), nearly half of graduate students said that a mental or emotional problem had interfered with their academic work in the past year. Yet, little is known about the mental health problems that affect graduate students, including those in science.
> In one of the few studies on the subject, ... Nearly 40% of graduate students reported feeling hopeless during the previous year, 78.5% said they had felt overwhelmed, 27.2% said they had felt depressed, and 54.5% said they had felt stress over the past year ranging from “more than average” to “tremendous.”
> A 2006 report from UC paints a similar picture. About 60% of graduate students said that they felt overwhelmed, exhausted, hopeless, sad, or depressed nearly all the time. One in 10 said they had contemplated suicide in the previous year.
More details about that study are at http://scienceblogs.com/thusspakezuska/2009/02/23/grad-schoo... :
> 67 percent of graduate students said they had felt hopeless at least once in the last year; 54 percent felt so depressed they had a hard time functioning; and nearly 10 percent said they had considered suicide, a 2004 survey found. By comparison, an estimated 9.5 percent of American adults suffer from depressive disorders in a given year, according to the National Institute of Mental Health.
The American Psychological Association, at http://www.apa.org/gradpsych/2012/01/heal.aspx , says "87 percent of psychology graduate students reported experiencing anxiety, and 68 percent reported symptoms of depression. Even suicidal thoughts — with a prevalence of 19 percent — were relatively common."
To follow up on the suicide issue, http://www.ncbi.nlm.nih.gov/pubmed/9357084 says graduate students were at greater risk for suicide than undergraduates.