For Major Depressive Disorder, the FDA has recommended that a total dose of 40 mg/day (20 mg taken twice a day) to 60 mg/day (given either once a day or as 30 mg twice a day) be administered without regard to meals. While a 120 mg/day dose has been shown to be safe and effective, there is no evidence that doses higher than 60 mg confer additional significant benefit, and the higher dose is clearly less well tolerated. During the current study, for a short period of time participants will receive a placebo (a pill that looks like the study drug but which does not contain any medication), although during the majority of the study, participants will be receiving the actual study medication (Duloxetine). The initial dose of Duloxetine to be given will be a 30 mg dose with the dosage increased over time to 60 mg per day. This study will be blinded, meaning that participants will not know whether they are taking placebo or the study drug. However, all subjects will receive duloxetine for the majority of the time they are enrolled in the trial. Investigators will know when subjects are receiving the placebo but in order to maintain the blinding of this study, the study staff will not be able to tell participants when they are taking placebo and when they are taking Duloxetine.