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There are no studies of the natural history of major depressive disorder that lack prevalence and clinic biases.

To estimate risk factors for first lifetime onset and parameters of chronicity following the first episode, including duration, recovery, and recurrence, and to search for predictors of each parameter.

Prospective population-based cohort study with 23 years of follow-up.

East Baltimore, Maryland, an urban setting.

Probability sample of 3481 adult household residents in 1981, including 92 with first lifetime onset of major depressive disorder during the course of the follow-up, and 1739 other participants followed up for at least 13 years.

Diagnostic Interview Schedule and Life Chart Interview.

Female participants showed higher risk of onset of disorder, longer duration of episodes, and a nonsignificant tendency for higher risk of recurrence. Sex was …