• To assess the efficacy of up to 8 weeks of treatment with OFC versus olanzapine and fluoxetine monotherapies, in patients with recurrent MDD without psychotic features
  
• who meet study criteria for TRD, as measured by last observation carried forward (LOCF) mean change from baseline to endpoint in the MADRS total score
  
• Treatment-resistant depression will be defined as:historic failure to achieve satisfactory response to an antidepressant (other than fluoxetine) during the current MDD episode
  
• when treated with an acceptable antidepressant drug and dose for at least 6 weeks
  
• prospective failure to achieve a satisfactory response to fluoxetine monotherapy during the 8 week study lead-in phase
  

• To compare the efficacy, safety, and quality of life results of up to 8 weeks of OFC therapy(treatment phase) with fluoxetine and olanzapine monotherapies using the following assessments:
  
• Onset of action as measured by time to achieve and initial response (greater than or equal to 25% reduction from baseline in MADRS total score
  
• Efficacy in the treatment of co-morbid anxiety symptoms as measured by LOCF mean change from baseline to endpoint in Hamilton Psychiatric Rating Scale for Anxiety (HAM-A)total score
  
• Study-defined response and remission rates including time to achieve a full response (defined as greater than or equal to 50% reduction in MADRS total score)
  
• and time to achieve remission (defined as MADRS total score less than or equal to 10 at endpoint)
  
• LOCF mean change from baseline to endpoint in Clinical Global Impression - Severity of Depression score
  
• (CGI-Severity of Depression), individual MADRS questions,and HAM-A item scores
  
• Repeated measures analyses of post-baseline MADRS and HAM-A total scores
  
• The incidence and severity of treatment-emergent adverse events and EPS. The Barnes Akathisia Scale,Simpson-Angus Scale, and the Abnormal Involuntary Movement Scale (AIMS) will be used to assess EPS
  
• The Brief Psychiatric Rating Scale (BPRS) to evaluate the emergence of psychosis
  
• Changes in vital signs and weight, laboratory analytes, and electrocardiograms (ECG)),Quality of life as measured by the LOCF mean change from baseline to endpoint on the Sheehan Disability Scale (SDS) score and the Short Form 36 Health Survey
  
• Additional secondary objectives are to assess the efficacy, safety, and quality of life results of up to 8 additional weeks of open-label OFC therapy (after the treatment phase)using the following measures:
  
• LOCF mean change from baseline to endpoint in MADRS, HAM-A, and CGI-Severity of Depression scores and study-defined rates of response and remission
  
• Safety as measured by the incidence and severity of treatment-emergent adverse events, and EPS using the Barnes Akithisia Scale, Simpson Angus Scale and the AIM
  
• The BPRS to examine the emergence of psychosis
  
• Changes in vital signs and weight, laboratory analytes, and ECG
  

Inclusion Criteria:

• Male or female patients, 18 - 65 years of age.
• Each patient must have a level of understanding sufficient to perform all tests and examinations required by the protocol, and must be considered reliable according to the investigator's clinical judgement
• Patients must fulfill the criteria for recurrent MDD without psychotic features as defined by the DSM-IV, based on clinical assessment and confirmed by Structured Clinical Interview for DSM-IV Axis I Disorders - Clinical Version (SCID-I) plus the Major Depressive Disorder Specifiers included in the Research Version of the SCID-I. This includes at least one of the following diagnoses: 296.31, 296.32, and 296.33
• Female patients of childbearing potential must be using a medically accepted means of contraception throughout the course of the study. Use of any oral or injectable contraception must be initiated prior to visit 2
• Failure to achieve satisfactory antidepressant response to an adequate trial of an antidepressant (except fluoxetine), for at least 6 weeks at an acceptable dose or greater, occurring within the current episode of MDD

Exclusion Criteria:

• Treatment with a drug within the last 30 days that has not received regulatory approval at the time of study entry
• Exposure to OFC in a Lilly-sponsored clinical trial investigating OFC, and any patients historically failing to respond to olanzapine and fluoxetine in combination under any circumstance
• Persons who have previously entered any Lilly-sponsored study which was investigating olanzapine
• Female patients who are either pregnant or nursing
• Serious, unstable illnesses for which death is anticipated within 1 year of intensive care unit hospitalization for the disease is anticipated within 6 months. This includes hepatic (specifically any degree of jaundice), renal, gastroenterologic, respiratory, cardiovascular (including ischemic heart disease), endocrinologic, neurologic, immunologic, or hematologic diseases (specifically current agranulocytosis with an absolute neutrophil count < 500 mm_3)