I think it's impossible to know if the suicide rate is higher among Jehovah's Witnesses. I personally knew of quite a few, more than six, including a family member who attempted, which seems high, but anecdotal accounts don't equal actual statistics, as we all know.
The things they do that might tend to contribute to a higher suicide rate
- All or nothing, black or white thinking, you are either "whole souled" for Jehovah or bird food at Armageddon.
- Disfellowshipping policies that cut people off from family and friends
- Distrust of psychological counseling
- Policy of discouraging higher education and the cascading effect of lack of job opportunities, less access to health care and stress due to lower incomes.
Things which might mitigate the above:
- Social support as long as you are not disfellowshiped.
- Psychological boost because of believing you have all the answers and won't be affected by the world's problems.
- Belief that suicide is a sin and will prevent you from a resurrection.
It's hard for me to see how they couldn't have a higher than average suicide rate, but I can't really say I'm impartial on the topic.