Individuals with major depressive disorder tend to use ineffective emotion regulation strategies. This is not due to a lack of knowledge.
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A Surprising Reason Why Depressed People Do Not Get Better
https://www.psychologytoday.com/us/blog/finding-a-new-home/202309/a-surprising-reason-why-depressed-people-do-not-get-better
They may choose emotion-regulation techniques that make them feel worse.