Participants in this study will be randomly assigned to receive either sertraline or placebo for 12 weeks. Assessments will be made at Weeks 2, 4, 6, 8, 10, and 12. Participants who do not respond to their treatment will have their medication dose adjusted following assessment. Interviews and rating scales will be used to assess depressive symptoms, cognitive status, psychiatric comorbidity, daily and chronic stress, and social support. A follow-up visit will take place 6 months, 1 year, 2 years, and 3 years after study completion.