Background Psychiatrists frequently struggle with how to sequence treatment for depressed adolescents who do not respond to an adequate trial of a selective serotonin reuptake inhibitor (SSRI). This study leveraged recent statistical and computational advances to create Bayesian hierarchal models (BHMs) of response in the treatment of SSRI‐resistant depression in adolescents study to inform treatment planning. Methods BHMs of individual treatment trajectories were developed and estimated using Hamiltonian Monte Carlo no u‐turn sampling. From the Monte Carlo pseudorandom sample, 95% credible intervals, means, posterior tail probabilities, and so forth, were determined. Then, for the random effects model, posterior tail probabilities were used to create Bayesian two‐tailed p values to evaluate the null hypotheses: no difference in efficacy between SSRIs and venlafaxine. The robustness of the results was examined using the fixed effects model of treatment comparisons. Results In patients not receiving cognitive behavioral therapy (CBT; n = 168), SSRIs produced greater and faster improvement in depressive symptoms compared to venlafaxine (p = .015). No differences in response or trajectory of response for symptoms of anxiety were detected between SSRIs and venlafaxine (p = .168). For patients receiving CBT (n = 162), SSRIs and venlafaxine produced similar improvements in symptoms of anxiety and depression. Conclusions Findings from this novel computational approach suggest that a second trial of an SSRI is warranted for depressed adolescents who fail to respond to initial SSRI treatment.

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