What are you saying about teenage depression? What conclusions have you drawn from your research? 

You could start your intro with facts about teenage depression, with a statistic or a quote showing that it is prominent. From there I would say exactly what your paper is illustrating. If you have a concluding paragraph already then your thesis should parallel it. I don't know what year of college you're in but it could be as simple as depression is a serious mental disorder that has become increasingly prevalent in teenagers, as can be seen by examining causes, effects, and treatments. Without actualluy having read your essay it is hard for me to know what your focus is and how to direct your thesis.
Source: bah english

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