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Online mental health support communities, in which volunteer counselors provide accessible mental and emotional health support, have grown in recent years. Despite millions of people using these platforms, the clinical effectiveness of these communities on mental health symptoms remains unknown. Although volunteers receive some training on the therapeutic skills proven effective in face-to-face environments, such as active listening and motivational interviewing, it is unclear how the usage of these skills in an online context affects people's mental health. In our work, we collaborate with one of the largest online peer support platforms and use both natural language processing and machine learning techniques to examine how one-on-one support chats on the platform affect clients' depression and anxiety symptoms. We measure how characteristics of support-providers, such as their experience on the platform and use of therapeutic skills (e.g. affirmation, showing empathy), affect support-seekers' mental health changes. Based on a propensity-score matching analysis to approximate a random-assignment experiment, results shows that online peer support chats improve both depression and anxiety symptoms with a statistically significant but relatively small effect size. Additionally, support providers' techniques such as emphasizing the autonomy of the client lead to better mental health outcomes. However, we also found that the use of some behaviors, such as persuading and providing information, are associated with worsening of mental health symptoms. Our work provides key understanding for mental health care in the online setting and designing training systems for online support providers.