Estrogen is a hormone that plays an important part in the development of the female reproductive system. During menopause, estrogen levels drop significantly. The drop in estrogen may cause physiologic and psychological changes in women; common symptoms include hot flashes, sweating, insomnia, and irritability. In addition, approximately 10% of menopausal women experience depression. Estrogen replacement therapy (ERT) is often prescribed to alleviate these symptoms. It is not known, however, exactly how ERT treats depression. It may indirectly decrease depression by alleviating insomnia associated with hot flashes, or it may directly improve mood and decrease depression by altering chemicals in the brain. The purpose of this study is to gain insight into how ERT treats depression and to develop strategies to reduce depression in menopausal women. In turn, these findings may help categorize populations of women whose depression should be treated with ERT versus nonhormonal therapies.