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Data for this dissertation were drawn from five waves (2002, 2004, 2006, 2008, and 2010) of interview data from the National Longitudinal Survey of Youth (1997) consisting of 16,868 person-waves constructed from 6,392 adolescents enrolled in the study. Using a temporal ordering data analysis technique, stressful events from a previous interview wave were utilized as explanatory variables in predicting current depression and substance use. Other variables in the analysis, like social support, were believed to be acting contemporaneously to reduce depression and substance use. Using generalized least squares regression (GLS) for panel data for depression and generalized estimating equations (GEE) for panel data in STATA for the dichotomous substance use outcomes, results indicated that stressful events measured in the past were significantly associated with current depression, and with current substance use, controlling even for prior depression and substance use. Results also indicated that social support exerts a protective effect against the strain-depression and strain-substance use relationship. Race-specific and gender-specific modeling of each outcome demonstrated marked differences among relevant factors, with gender-specific models better explaining depression, and race-specific models better predicting substance use. Moderation analysis of relevant predictors and these key social statuses indicated that several salient and significant differences existed among the effects of the explanatory variables. Theoretical and policy contributions from this study are related to empirical support for the inclusion of depression as a negative affective state in general strain theory, while also reflecting important social structural conditions, like poverty, in predicting these relationships.