Gender Differences in the Incidence of Depression and Anxiety: Econometric Evidence from the USA

Using data from the Collaborative Psychiatric Epidemiology Surveys (CPES) for the United States for the period 2001–2003, this paper addresses a vexed question relating to inter-gender differences in depression rates, namely how much of the observed difference in depression rates between men and women may be explained by differences between them in their exposure, and how much may be explained by differences between them in their response, to depression-inducing factors. The contribution of this paper is to propose a method for disentangling these two influences and to apply it to US data. The central conclusion of the paper was differences between men and women in rates of depression and anxiety were largely to be explained by differences in their responses to depression-inducing factors: the percentage contribution of inter-gender response differences to explaining the overall difference in inter-gender probabilities of being depressed was 93 percent for “sad, empty type depression”; 92 percent for “very discouraged” type depression; and 69 percent for “loss of interest” type depression.