BACKGROUND Longitudinal data arise frequently in biomedical science and health studies where each subject is repeatedly measured over time. We compared the effectiveness of medication and cognitive behavioral therapy on depression in predominantly low-income young minority women. MATERIAL AND METHODS The treatment effects on patients with low-level depression may differ from the treatment effects on patients with high-level depression. We used a quantile regression model for longitudinal data analysis to determine which treatment is most beneficial for patients at different stress levels over time. RESULTS The results confirm that both treatments are effective in reducing the depression score over time, regardless of the depression level. CONCLUSIONS Compared to cognitive behavioral therapy, treatment with medication more often effective, although the size of the effect differs. Thus, no matter how severe a patient's depression symptoms are, antidepressant medication is effective in decreasing depression symptoms.