From Science Daily: (I can't find the actual paper in Psychosomatic Medicine)
Link
A new study suggests that people whose diets contain dramatically more of one kind of polyunsaturated fatty acid than another may be at greater risk for both clinical depression and certain inflammatory diseases.
The report, published online in the journal Psychosomatic Medicine, suggests that we need to balance out our intake of omega-6 and omega-3 fatty acids. The current typical American diet contains 20 times more omega-6 than omega-3, a ratio that researchers say should be lowered to 4-to-1, or even 2-to-1.
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"It now appears that diet is a very important variable in the equation as to how people respond to depression and stress."
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The analysis showed that participants who had much more omega-6 -- compared to omega-3 -- fatty acids, and who also were reporting more symptoms of depression, had much higher levels of IL-6 and TNF-alpha, two cytokines which enhance inflammation.