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In this study we used structural equation analysis to examine the relationship between chronic illness and depression among urban women. The model included the number of chronic illnesses reported, the demands of illness, perceived social support, and salient demographic variables as predictors of depression. The number of chronic illnesses had no direct effect on depression but had a direct impact on the demands of illness which led to decreased social support and increased depression. Being married played a protective role by reducing depression both directly and indirectly through increased social support. Having children under 18 in the home increased depression by increasing the demands of illness. These results provide important information about women with chronic illness and their resultant risk of depression. [ABSTRACT FROM AUTHOR]