The investigators propose to undertake a randomised controlled trial (RCT) to compare the clinical effectiveness in terms of symptoms and function of a pharmacological treatment (the SSRI Sertraline) prescribed at therapeutic doses, with a manualised psychological intervention (Cognitive Behavioural Therapy, CBT) delivered by trained psychological therapists to patients with persistent generalised anxiety disorder (GAD) which has not improved with low intensity psychological interventions as defined by NICE (the National Institute for Clinical Effectiveness).