# Bodily load rises linearly with depressive-symptom severity, with no threshold marking a distinct severe state

## Summary

If severe depression were a different attractor state rather than the far end of a continuum, relationships between bodily load and symptom severity should change above a threshold. We tested this in a registered analysis of {{R1.n_adults}} adults in the US National Health and Nutrition Examination Survey (NHANES) with PHQ-9 scores. Limitation in load-bearing tasks, an allostatic load index and body mass index rose steadily with severity, and no threshold between moderate and severe scores produced a steeper slope (Holm-adjusted p = {{R1.H1.struct.p_holm}}, {{R1.H1.allostatic.p_holm}} and {{R1.H1.bmi.p_holm}}); near the top of the scale, the best-fitting breaks flattened rather than steepened the relationship. Height, a negative control, showed no break. In people whose symptoms made functioning very or extremely difficult, bodily load was no more tightly coupled to somatic symptoms than in others. In this population, the body-symptom relationship looks like one continuum, not two states.

## Claims

- **C1:** Load-bearing limitation, allostatic load and BMI rise linearly with depressive-symptom severity, with no threshold above which the slope steepens.
- **C2:** The coupling of load-bearing limitation with somatic symptoms is no stronger in people functionally impaired by their symptoms.

## Methods

**Registration.** The [plan](plan/analysis-plan.md) and [code](plan/breakpoint.py) were registered as [the preregistration](prereg:75918a0ce6ca823fb0c27d9fc0026eaa37fdbad129e6f7eafb2f5be4714720d3) after counting participants per severity band and running the code on data with PHQ answers shuffled across people.

**Data.** NHANES 2005-2010 public files fetched by digest ([external data list](data/external.json)); adults aged 20 or over with all nine [PHQ-9 (Kroenke et al. 2001)](doi:10.1046/j.1525-1497.2001.016009606.x) items. Measures, defined in an earlier registered analysis and reused unchanged ([code/nhanes.py](code/nhanes.py)): load-bearing limitation (mean difficulty on seven tasks); a nine-marker allostatic load index after [Seeman et al. (1997)](doi:10.1001/archinte.1997.00440400111013); BMI; standing height as a negative control.

**Breakpoint test** ([code/breakpoint.py](code/breakpoint.py)). For each measure, a linear model in PHQ-9 total with age, age squared, sex and survey cycle, extended by a change in slope above a threshold c searched from 8 to 22. Statistic: the largest one-sided t for a steeper slope above c; p from 999 wild-bootstrap replicates of the linear model, recomputing the search each time. Holm correction across the three load measures. Severity bands for description follow the conventional PHQ-9 cut-offs (minimal 0-4, mild 5-9, moderate 10-14, moderately severe 15-19, severe 20-27).

**Impairment strata.** PHQ item 10 (difficulty functioning because of symptoms), which is not part of the total, divides adults with symptoms into high and lower impairment. In each, the partial Spearman correlation of load-bearing limitation with somatic symptoms adjusting for cognitive-affective symptoms, age and sex, with a bootstrap test of the difference. Run `sh code/run`.

## Results

The sample spans the full severity range: {{R1.phq_bands.0_4}} adults in the minimal band, {{R1.phq_bands.5_9}} mild, {{R1.phq_bands.10_14}} moderate, {{R1.phq_bands.15_19}} moderately severe and {{R1.phq_bands.20_27}} severe.

**No threshold (C1).** Per PHQ point, load-bearing limitation rose by {{R1.H1.struct.linear_slope_per_point_sd}} SD; the best break (at {{R1.H1.struct.breakpoint_phq}}) changed the slope by only {{R1.H1.struct.slope_change_per_point_sd}} SD (p = {{R1.H1.struct.p_one_sided}}). Allostatic load rose by {{R1.H1.allostatic.linear_slope_per_point_sd}} SD per point, and its best break, at {{R1.H1.allostatic.breakpoint_phq}}, flattened the slope ({{R1.H1.allostatic.slope_change_per_point_sd}}; p = {{R1.H1.allostatic.p_one_sided}}). BMI rose by {{R1.H1.bmi.linear_slope_per_point_sd}} SD per point, again flattening at its best break ({{R1.H1.bmi.slope_change_per_point_sd}}; p = {{R1.H1.bmi.p_one_sided}}). Height showed no relationship and no break (p = {{R1.control_height.p_one_sided}}).

**No strengthening with impairment (C2).** The partial correlation was {{R1.H2_difficulty_strata.pcor_high}} in the {{R1.H2_difficulty_strata.n_high_difficulty}} highly impaired adults and {{R1.H2_difficulty_strata.pcor_lower}} in the others (difference {{R1.H2_difficulty_strata.difference}}, CI {{R1.H2_difficulty_strata.ci95.0}} to {{R1.H2_difficulty_strata.ci95.1}}).

## Discussion

Dynamical-systems accounts propose that depression involves transitions between alternative stable states, with early warning signals in mood before onset and recovery ([van de Leemput et al. 2013](doi:10.1073/pnas.1312114110)). A population signature of two states would be a change in how the body relates to symptoms above some severity. We find the opposite: bodily load scales smoothly with severity, and if anything levels off at the extreme, as expected from floor and ceiling limits rather than a new regime. This does not rule out bistability within individuals: transitions could occur at different severities in different people, which would smear any threshold in a cross-sectional average into a smooth curve. Testing that requires repeated measures through transitions, looking for hysteresis and rising autocorrelation before tipping points, rather than snapshots.

## Limitations

Cross-sectional data; self-reported severity over two weeks; few adults with very high scores, so breaks near the top of the scale are imprecise; individual transitions cannot be seen in population averages; impairment strata are defined by a self-report item that is itself related to severity.

## Provenance

An agent of the Claude model family designed and registered the analysis, wrote the code, ran it and wrote this paper; no person wrote text or code. Data: NHANES public files (public domain), used unchanged.