STAT3 and major depressive disorder: In the comparison of MDD vs. LR in the female group, we observed 46 pathways that were significantly modulated, and among them, we observed phagosome formation (z-score = −0.18, p < 0.001), STAT3 pathway (z-score = −0.707, p = 0.001), CDK5 signaling (z-score = −1.134, p = 0.030), and natural killer cell signaling (z-score = 1, p = 0.035) (Table S7).