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Objective:  To describe trends in prevalence and incidence of depressive disorder in a cohort from Eastern Baltimore.

Method:  Twenty‐three‐year‐old longitudinal cohort, the Baltimore Epidemiologic Catchment Area Follow‐up. Participants were selected probabilistically from the household population in 1981, and interviewed in 1981, 1993, and 2004. Diagnoses were made via the Diagnostic Interview Schedule according to successive editions of the American Psychiatric Association Diagnostic and Statistical Manual.

Results:  Older age, lower education, non‐White race, and cognitive impairment are independent predictors of attrition due to death and loss of contact, but depressive disorder is not related to attrition. Prevalence rates rise for females between 1981, 1993, and 2004. Incidence rates in the period 1993–2004 are lower than the period 1981–1993, suggesting the rise in prevalence is due to …