In the multivariable Cox model, the mortality among indexes was associated with sex (male versus female aHR = 4.2 [1.5–17.9]), CD4 count (≥ 200 versus < 200 cells/μL aHR = 0.3 [0.2–0.5]), depression (moderate-to-severe versus no/mild aHR = 2.6 [1.2–5.0]) and study arm (intervention versus control aHR = 0.4 [0.2–0.9]). Here, CD4 is linked to major depressive disorder.