We’ve known for ages that far more females than males suffer from depression and anxiety disorders, but it is frequently hypothesised that this is not the true state of things. This is because, in Western industrialised cultures, it is more acceptable to admit vulnerability especially psychological vulnerability if one is female, not male. The macho nature of these cultures is, if you like, a confounding variable. However, there could be more to this than social and cultural relativism.
A recent interesting finding in rats shows that females are definitely more sensitive to stress. Their brain cells respond far more strongly to the precursor to corticosteroid stress hormones, a neurochemical called corticotropin-releasing factor, CRF. Female rat neurons are activated by CRF, male rat neurons adapt to it and less stress hormones are produced.
But does this rat behaviour also happen in humans? Well, we don’t know; but we do know that CRF regulation gets disrupted in human stress-related psychological disorders, so there could be a similarity, although one needs always to be very careful in generalising between species.