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Others urged greater caution. Prof David Curtis, an honorary professor at University College London Genetics Institute, said: “The only foodstuffs which [this study] shows are associated with increased risk of depression are artificial sweeteners. Of course, this does not mean that an effect of artificial sweeteners is to increase depression risk – it is just that people with increased risk of developing depression tend to consume larger quantities of artificial sweeteners.”
But the authors disagree. Prof Andrew T Chan, chief of the clinical and translational epidemiology unit at Massachusetts general hospital and co-author of the research, said: “The strength of our study is that we were able to assess diet several years before the onset of depression. This minimises the likelihood that our findings are simply due to individuals with depression being more likely to choose ultra-processed foods.
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Seems to be a correlation study to me. I also don't see any controls for other circumstances, so it can also be explained that other factors could contribute both to eating processed foods and getting depressed (ex: working long hours, having low income, relationship stress)