For depression-like behaviors, SHBG, FAI, age, WC, WHR, number of deliveries, fasting insulin, FPG, and HOMA-IR were significant risk factors with odds ratios of 0.203, 1.268, 1.639, −0.403, 46.293, −4.199, −2.805, −11.709, and 10.749, respectively (P < 0.05) (Table 4). Here, SHBG is linked to major depressive disorder.