During perimenopause (the time just prior to menopause), women often notice many biological, psychological, and social changes. In particular, some women experience depressive symptoms during perimenopause that are severe enough to warrant antidepressant medication. Whether or not women with perimenopausal depression respond to antidepressant medication may depend on the level of estrogen in their blood. We would like to investigate whether estrogen will help the women who only partially respond to antidepressant medications. We also want to examine how different doses of estrogen may affect individuals differently.