I imagine you have read through the application form (below). The answer might (or not) be there. I personally would include that information.

I  HAVE  HAVE NOT consulted a psychologist or psychiatrist with regard to any form of inappropriate behavior or
other psychological problems with respect to my child/adolescent.
If you indicated “have,” a complete copy of any and all psychological reports, signed by the psychologist or
psychiatrist, must be submitted to the Institute as attachments to this application.
 By checking this box and submitting this Davidson Young Scholars Application I attest that to the best of my
knowledge all of the information stated herein is accurate and true and does not omit any material information.