There are a number of possible explanations for the apparent association between gender and the prevalence of depression and anxiety. The main explanations that have been suggested could be classified as follows: response bias, biological and psychological vulnerability, and social role.
Some authors have suggested that there is a response bias such that women are more likely to give a positive response when asked about all symptoms, including those of depression and anxiety. There is evidence that women are more likely than men to report physical symptoms as well as psychological ones, despite the fact that women live longer. A study in Recife, Brazil, also found a bias in that women were more likely to report symptoms on the Symptom-Reporting Questionnaire (SRQ) than on a psychiatric interview, when compared with men . However, even in that study women had a higher prevalence of common mental disorders with the psychiatric interview. It would seem unlikely that response bias could account for the whole observed difference between men and women.
The possibility of some biological or psychological difference between men and women has received the most research. Of interest is the observation that the gender difference between men and women was reduced in those over 55 years of age in the OPCS National Survey of Psychiatric Morbidity . This certainly fits with the idea that the hormonal changes around the menopause might reduce the prevalence of depression in women. Other more social explanations would also fit. Furthermore, it is not clear that this result is consistently found in all datasets.
The final explanation concerns the possibility that gender differences depend upon the different social roles played by men and women. This has been discussed at length, though it is difficult to investigate empirically. The studies of Jenkins  and Wilhelm et al.  are attempting to limit the study to men and women with similar social roles. On average, women have lower-paid jobs of lower status. It is also difficult to assess unemployment in women, as they are less likely to report they are "actively seeking work" than men even if they wish to work. Therefore, studying men and women in similar occupations circumvents those problems. However, there was no measurement in those studies of social roles performed outside paid employment.
More recently, Weich et al.  have attempted to use data from the BHPS to investigate this issue. The BHPS asked all respondents a number of detailed questions about the tasks performed within the home as well as asking about employment. The General Health Questionnaire was used to assess the prevalence of mental disorder. Weich et al.  summed the number of roles and found some evidence for the supposition that having either too few roles or too many was associated with common mental disorder. However, this relationship did not explain the difference in prevalence between men and women.
This approach can be criticised as using a very crude method of assessing the degree to which social roles are occupied. From a feminist perspective, men often report carrying out social roles though their objective contribution is less obvious. Women also often take overall responsibility for various tasks within the home such as cooking and shopping as well as childcare. That men occasionally help with these matters might underestimate the need for the woman in the household to manage and organise the tasks.
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