Of course they do.
From the Mapping America project:
A new study from the Mapping America project, co-released by more than 30 state family policy councils, finds that children have fewer problems at school and home when they live with both biological parents and frequently attend religious services. Dr. Nicholas Zill, the founding president of Child Trends, and Dr. Philip Fletcher, a research psychologist at Westat, co-authored the new study, which analyzes data from the National Survey of Children's Health.
Among their remarkable findings: children in this group are five times less likely to repeat a grade, less likely to have behavior problems at home and school, and are more likely to be cooperative and understanding of others' feelings. Parents of these children report less stress, healthier parent-child relationships, and fewer concerns about their children's achievement. These differences hold up even after controlling for family income and poverty, low parent education levels, and race and ethnicity.