This is a multicenter collaborative study that seeks to characterize two biological abnormalities found in depressed patients, that is HPA axis overactivity and changes in mu opioid receptors in brain, in the same patients as well as examine the relationship between these abnormalities and treatment response. The study is also evaluating a novel treatment for depression, estrogen augmentation in depressed women. Because the treatment study design examines the role of estrogen augmentation, a large number of non-responders are necessary. Thus approximately half the subjects will enter a "treatment only" portion of this study. Because both antidepressants and estrogen have been demonstrated to regulate glucocorticoid receptors in experimental animals, we will examine the effects of these two treatments of receptor expression in lymphocytes.