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Evidence has poured in recently that supports the role of rumination in producing the sex differences in depression. Susan Nolen-Hoeksema of Stanford University, who originated the rumination theory, has led the way in testing it.
Martin E.P. Seligman • Learned Optimism
This implies that men and women experience mild depression at the same rate, but in women, who dwell on the state, the mild depression escalates; men, on the other hand, dissolve the state by distracting themselves, by action or perhaps by drinking it away.
Martin E.P. Seligman • Learned Optimism
(PDF) Is Depression an Adaptation?
Women are twice as likely to suffer depression as men are, because on the average they think about problems in ways that amplify depression.
Martin E.P. Seligman • Learned Optimism
Susan Nolen-Hoeksema • Rumination (psychology)
“Almost every woman I have ever met has a secret belief that she is just on the edge of madness, that there is some deep, crazy part within her, that she must be on guard constantly against ‘losing control’ — of her temper, of her appetite, of her sexuality, of her feelings, of her ambition, of her secret fantasies, of her mind.” - Elana Dykewomon
So analyzing and wallowing in emotion when distressed seems a likely explanation for why women are more depressed than men.
Martin E.P. Seligman • Learned Optimism
Modern feminist sensibility is based on cognitive distortions depressed people have
What I once believed thanks to feminism and how it maps to cognitive distortions (yes, these messages are in the zeitgeist)
Others are responsible for my feelings: emotional reasoning and mind-reading.
I have no control over what happens to me: fortune telling,
Low mood increases any self-criticism or self-attack that we already do.