METHODS: It is used the probit models and the Oaxaca-Blinder decomposition applied to the data in Brazilian National Household Survey Health Supplement (PNAD Saúde) and the National Health Survey (PNS 2013). Two basic criteria were used to identify individuals with depression: those who declared to have received a depression diagnosis from a health professional and those who scored more than 4 in the PHQ-9 depression test (whose questions are included in PNS 2013).

RESULTS: Statistically significant results were found, showing a higher probability of depression among women and an inverse relationship between the disorder and household income, unemployment, education and age.

CONCLUSIONS: Factors such as chronic physical diseases, mental illnesses and deficiencies have showed a direct relationship with depression, although the quantification of such effects had a rather high sensitivity to model specification. Also, variables associated with emotional stress (such as having lost a child, being victim of some sort of violence, having a child with health problems) showed a direct relationship with depressive disorder. Other variables such as race and geographic region showed ambivalent results also very sensitive to different model specifications. Furthermore, labor market variables like type of work contract and activity sector show inconclusive results. Finally, another important finding is that the criteria for identifying individuals with depression were determinant for the results and conclusions.