Why are adolescent girls more prone to stress‐induced depression? Testing moderation, mediation, and reciprocal causality in a three‐wave longitudinal study

The prevalence of depression in females after puberty is twice as high as in their male peers. Considering numerous studies that associate the onset of depression with stress, we tested three hypotheses to elucidate the role of biological sex in stress-induced depression on a sample of 1618 secondary school students from Zagreb, Croatia (Males, N = 671, Mage at baseline = 16.4 years, SD = 0.60; Females, N = 947, Mage at baseline = 16.3 years, SD = 0.65), in a three-wave longitudinal study. The study tested the hypotheses regarding: (a) sex-related differences in reciprocal causation of stress and depression, (b) the moderating role of biological sex in the effect of stress on depression, and (c) the mediating role of stress on the pathway from biological sex to depression. The data were analyzed using a random intercept cross-lagged panel model (RI-CLPM) and standard moderation and mediation analyses. Females consistently reported higher levels of stress (Cohen's d ranged from 0.76 to 0.83) and depression (0.59 to 0.69) compared with their male peers. The hypothesis that biological sex moderates the effect of stress on depression was not supported, as the interaction between sex and subjective stress was mostly nonsignificant or small in magnitude, with standardized regression coefficients not exceeding .126. The hypothesis of sex-differentiated reciprocal causation of stress and depression was also not supported since cross-lagged relations were found to be mostly nonsignificant, indicating that the association between stress and depression rests largely on stable dispositions. The data supported the hypothesis of stress mediating the effect of biological sex on depression, with indirect effects ranging from 0.23 to 0.25 (95% CI 0.19 to 0.30). The findings suggest that the increased vulnerability of adolescent girls may lie in stable dispositions possibly responsible for higher sensitivity and less effective coping with stressful situations that lead to depression.