Improving Retention of Hispanics Receiving Antidepressant Therapy

Inclusion Criteria: * Diagnostic Statistical Manual, 4th edition criteria for Major Depressive Disorder * Patients who self-identify as Hispanic and are Spanish-dominant, English-dominant, or bilingual * Acceptable methods of contraception * Hamilton Depression Rating Scale score \>= 18 at Visit 1 * Sertraline or venlafaxine ER is clinically appropriate Exclusion Criteria: * History of schizophrenia, bipolar affective disorder, schizoaffective disorder, depression with psychotic symptoms, or organic brain syndrome * DSM-IV criteria for alcohol or substance abuse or dependence during the 6 months prior to screening * Pregnancy or breast-feeding * At risk for committing suicide * Clinically significant renal, pulmonary, cerebrovascular, cardiovascular, gastrointestinal, or endocrine disorders * Glaucoma, history of increased intraocular pressure (IOP), or at risk for having increased IOP * Untreated or unstable hypertension * Clinically significant laboratory abnormalities or abnormal electrocardiogram * Medical conditions that might interfere with the process of drug absorption, metabolism, or elimination * Clinically significant thyroid dysfunction (except patients who are stable and asymptomatic on thyroid replacement therapy) * Current or past history of seizure disorder (except febrile seizure in childhood) * History of failed sertraline or venlafaxine treatment for at least 4 weeks at adequate doses * Allergy or hypersensitivity to sertraline or venlafaxine * History of two failed selective serotonin reuptake inhibitor (SSRI) trials for major depression at adequate doses and duration * Monoamine oxidase inhibitors (MAOIs) or fluoxetine within 4 weeks prior to screening, or other SSRIs, antidepressants, neuroleptics, mood stabilizers, buspirone, benzodiazepines, or other psychotropic drugs (except zolpidem for insomnia) within 2 weeks prior to screening * Electroconvulsive Therapy (ECT) within the last 3 months * Effective medication or psychotherapy