Early Versus Delayed Switch in Medication in Patients With Major Depressive Disorder

Inclusion Criteria 1. Male or female participants of at least 18 years of age who meet criteria for Major Depressive Disorder (MDD), single or recurrent episode according to the Diagnostic and Statistical Manual of Mental Disorders, Fourth Edition (DSM-IV®-TR) disease diagnostic criteria. 2. Participants (receiving or not antidepressant treatment) who, based on investigator criteria, initiate treatment with escitalopram or change their current Alzheimer's Disease (AD) treatment to escitalopram for this current MDD episode, at the initial visit. 3. Must have a baseline score of ≥ 19 on the 17-item Hamilton Depression Rating Scale (HAMD-17) at the initial visit. 4. Must have a baseline score of ≥ 4 in the Clinical Global Impression-Severity Scale (CGI-S) at the initial visit. 5. Have a level of understanding sufficient to provide Informed Consent Document (ICD), and to communicate with the investigators and site personnel. 6. Are judged to be reliable and agree to keep all appointments for clinic visits and procedures required by the protocol. Exclusion Criteria: 7. Have any current primary Axis I disorder other than MDD, including but not limited to dysthymia. 8. Have a diagnosis of dementia, Alzheimer's disease (AD), or organic brain syndrome; or who are cognitively impaired or who have language problems that prevent them from understanding and/or providing valid answers to the rating scale contents. 9. Concomitant participation in other studies with investigational or marketed products. 10. Are not expected to be able to be monitored throughout the entire study period for reasons unrelated to their illness (for instance, change of residence or healthcare center of reference). 11. Are demonstrating a response or demonstrated a response to the AD treatment for the current depression episode previous to baseline visit. 12. Are investigator site personnel directly affiliated with this study and/or their immediate families. "Immediate family" is defined as a spouse, parent, child, or sibling, whether biological or legally adopted. 13. Are employed by Lilly or Boehringer Ingelheim (BI) (that is, employees, temporary contract workers, or designees responsible for the conduct of the study). Immediate family of Lilly or BI employees may participate in Lilly or BI-sponsored clinical trials, but are not permitted to participate at a Lilly or BI facility. "Immediate family" is defined as a spouse, parent, child, or sibling, whether biological or legally adopted. 14. Women of childbearing potential who are not using a medically accepted means of contraception (for example, intrauterine device, oral contraceptive, contraceptive patch, implant, Depo-Provera \[medroxyprogesterone acetate injectable suspension, Pharmacia \& Upjohn\], or barrier devices) when engaging in sexual intercourse. Women who are pregnant or breast-feeding may not participate in the study. 15. Have received treatment within the last 30 days with a drug that has not received regulatory approval for any indication at the time of study entry. 16. Are judged to be at serious suicidal risk in the opinion of the investigator, and/or if the participant's baseline (Visit 1) HAMD-17 scores on item 3 suicide are 3. 17. Have been treated with a monoamine oxidase inhibitor (MAOI) within 14 days prior to Visit 1 or potential need to use an MAOI during the study or within 5 days after discontinuation of study drug. 18. Require initiation or discontinuation of psychotherapy within 6 weeks prior to enrollment (Visit 1) or at any time during the study. 19. Have any contraindication for the use of duloxetine based on Duloxetine Summary of Product Characteristics (SPC) or any contraindication for the use of escitalopram based on Escitalopram SPC. 20. Have a history of lack of response to duloxetine or escitalopram at a clinically appropriate dose for a minimum of 4 weeks, or have previously completed or withdrawn from this study or any other study investigating duloxetine or escitalopram. 21. Have any previous diagnosis of bipolar disorder, schizophrenia, or other psychotic disorders. 22. Have DSM-IV-defined history of substance abuse or dependence within the past year, excluding nicotine and caffeine. 23. Have serious or unstable cardiovascular, hepatic, renal, respiratory or hematological illness; symptomatic peripheral vascular disease; or other medical (including unstable hypertension and not clinically euthyroid) or psychological conditions that, in the opinion of the investigator, would compromise participation or be likely to require hospitalization during the course of the study. 24. Have had Electroconvulsive Therapy (ECT) or Transcranial Magnetic Stimulation within the past year.