I don't have a lot of data on this, but I recall reading that one significant factor involved in increased incidence of suicide is when there is a great discrepancy between personal expectations and actual achievements. Along with this it was mentioned that there is a higher rate of suicide in wealthier societies than poor ones, and among graduates from prestigious universities than average ones.

As a result I suppose it would not be an unreasonable hypothesis that entrepreneurs (who might have very lofty goals) might be more likely to commit suicide if they are either unsuccessful at sustaining a business or are successful, but never achieve the level of success that they had expected of themselves.