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BACKGROUND. Medical school is recognized as a stressful environment that often exerts a negative effect on the academic performance, physical health, and psychological well-being of the student. METHOD. Stress, coping, depression, and somatic distress were examined among 69 third-year students completing a psychiatry clerkship in 1992–93 at the University of Mississippi School of Medicine. Stress was assessed using the Medical Education Hassles Scale-R. Coping was assessed using the Coping Strategies Inventory. Depression was assessed using the Center for Epidemiologic Studies-Depression Scale, and somatic distress was assessed using the Wahler Physical Symptoms Inventory. Statistical methods included correlational analysis and hierarchical regression. RESULTS. Clinical levels of depression were found in 16 (23%) of the students, and 39 (57%) endorsed high levels of somatic distress. Stress accounted for a large percentage of the distress variance (i.e., 29% to 50%). Coping efforts contributed significant variance to the prediction of distress above and beyond that accounted for by stress alone, especially in relation to depression. Coping efforts classified by Engagement strategies were associated with fever depressive symptoms, while coping efforts classified by Disengagement strategies were associated with higher levels of depressive symptoms. CONCLUSIONS. Because students who employed coping efforts characterized by Engagement strategies suffered from fewer depressive symptoms, the results suggest that training in these types of strategies may be a useful intervention to lessen the negative consequences of stress among medical students.