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This study was conducted to determine whether immune activation occurs in major depression, and to evaluate the associations between disordered sleep and markers of inflammation in patients with major depressive disorder.All-night polysomnography was obtained in patients with acute Diagnostic and Statistical Manual of Mental Disorders, 4th edition major depressive disorder (n = 22) and age-, gender-, and body weight-matched comparison controls (n = 18). After the onset of sleep, nocturnal serum levels of interleukin-6 (IL-6), soluble intercellular adhesion molecule (sICAM), monocyte chemotactic protein (MCP-1), and IL-6 soluble receptor (IL-6sR) were sampled.As compared with matched controls, depressed patients showed significant (p <.05) nocturnal elevations of circulating levels of IL-6 and sICAM. Both sleep latency and rapid eye movement (REM) density had moderate correlations with IL-6 and sICAM (r’s ≥0.30). Backward regression analyses indicated that sleep latency (β = 0.34, p <.05) and REM density (β = 0.27, p = .09) were better predictors of IL-6 than depressive status. Similarly, sleep latency (β = 0.27, p = .06) and REM density (β = 0.32, p = .02) were also better predictors of sICAM.These findings support the hypothesis that sleep disturbance is associated with elevated levels of the inflammatory markers IL-6 and sICAM. This relationship was not accounted for by other confounding factors such as age and body weight. These findings suggest that the elevations in inflammatory markers found in depressive subjects may be partially the result of disturbances of sleep initiation found in this population.