Soon after I created my website Wing of Madness in 1995, I wrote an article about women and depression. At that time it was believed that women suffer from depression about twice as often as men do, although no one was sure why. Some hypotheses posed biological reasons, such as greater incidence of sexual assault and abuse and role in society.

I was never completely comfortable with the idea that more women than men were depressed. It didn't seem to make sense to me. For one thing, most of the...