I was able to find this reference: http://www.adam.com.au/bstett/JwSocioeconomic86.htm
Of all single males in the sample, fully .6% were Jehovah?s Witnesses, of all the married males .7%, of the separated males 1.2%, and of the divorced .7%. Of all single males, 79.1% were Christian, 80.4% of separated males were Christian, and 79.5% of the divorced males were Christian. This reveals a high rate of separation, and an average rate of divorce among Witnesses (certainly not what one would expect considering Watchtower propaganda relative to how their religion keeps marriages together). No doubt much of the reason for divorce is due to divided households and the situation where when one person becomes a Witness a divorce often results.
Of the single females in the sample, .8% were Jehovah?s Witnesses, of the married females, 1.0% were Jehovah?s Witnesses, of the separated 1.6%, and of the divorced .8% (p. 220 -221). The largest proportion (13%) of Witnesses who live with non-Witnesses live with mates who claim no religion. Also, 6% live with Baptists, and 4% with Catholics (p. 245). The authors concluded that the Jehovah?s Witnesses have a "much-higher-than-expected levels of interfaith cohabitation and intermarriage...in light of their strict theologically defined, community-oriented religious teaching" (p. 245).
The research is taken from a book called "One Nation Under God" by Kosmin and Lachman and appears to be extensively quoted all over the place. The general observation appears to be that fundamentalist religions (JWs not excluded) have a higher rate of divorce than the general population. So much for their claims.