Participants in this 14-week, double-blind study will be randomly assigned to receive duloxetine (SNRI), escitalopram (SSRI), or cognitive behavioral therapy. During the first 2 weeks of screening, participants will complete questionnaires, clinician evaluations, an electrocardiogram, a personality assessment, a dexamethasone-corticotropin releasing factor test, a functional magnetic resonance imaging scan and provide blood samples. Upon completion of screening, patients will start the treatment to which they were randomized. Duloxetine and escitalopram are two medications that are approved by the Food and Drug Administration for the treatment of depression. Cognitive behavioral therapy is a talking therapy that is also used to treat depression. All participants assigned to take duloxetine or escitalopram will be seen by a study physician weekly for 6 weeks, and then every other week for the remainder of the study. Participants assigned to cognitive behavioral therapy will attend therapy sessions twice a week for the first 4 weeks, and then once a week for the remainder of the study. The following assessments will be performed for all participants at each visit: vital sign and weight measurements; clinician assessments; and self-report questionnaires. Additionally, blood samples will be taken at three visits through the trial and functional magnetic resonance imaging (fMRI) scans will be performed at selected times.