Stats are a little muddled at the moment. Some people doubt that they have much -- if any -- real effect, other than Vitality (which increases HP) and Mind (which increases MP). I don't think that's true, but I do think the effects of stats are difficult to figure out easily. Still, the effects of stats will be changing very soon in patch 1.19. However, I doubt they're going to change what each stat does; instead, they're just going to change the effect of each point of an attribute.

But here's a link to Zam, which sets out what physical attributes do:

Strength -- increases melee damage and increases damage prevented when blocked with a shield
Vitality -- increases HP and decreases damage suffered from physical attacks
Dexterity -- increases accuracy of physical attacks, increases chances of evading attacks, increases chances of parrying attacks, and increases chances of critical hits with physical attacks
Mind -- increases MP and reduces damage from magic attacks
Intelligence -- increases damage dealt from magic attacks
Piety -- reduces chances of magic attacks being resisted, increases your chances of resisting magic attacks from others, and increases damage from Damage Over Time spells (like poison)

(Zam doesn't list the change to DoT damage, but it's been confirmed through testing by people smarter than me.)