• Improvement of mood; measured by the Montgomery-Asberg Depression Rating Scale [ Time Frame: Measured at at baseline and Weeks 2, 4, 6, and 9 ] [ Designated as safety issue: No ]
  

• Quality of life indicators; measured by the Quality of Life Inventory [ Time Frame: Measured at at baseline and Weeks 2, 4, 6, and 9 ] [ Designated as safety issue: No ]
  

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.

In this 9-week study, participants will be randomly assigned to receive ERT, a sleeping pill, or placebo. Study visits will occur at baseline and Weeks 2, 4, 6, and 9; at each study visit, blood pressure will be monitored, and standardized psychological tests and questionnaires will be used to assess the participant's level of depression and reported quality of life outcomes. Blood will be drawn at baseline and Week 9 to measure estrogen and follicle stimulating hormone levels.