Stressful life circumstances have myriad influences on human health and behavior. Early research focused on the variable distribution of stress and its effects by socioeconomic status, race, and gender. More recent research indicates that variation by age is also an important consideration. Moreover, because most studies assess only a single outcome -- usually depression -- they risk classification bias because analyses exclude other potential stress-related outcomes. The results of a second-order regression model indicate that life events affect female, but not male, depressive symptoms, especially when self-esteem is low or mastery is high. Furthermore, life events affect substance use when peer drug use is high, or when parental support is low, but this latter effect is limited to female adolescents. Tables, figure, appendix, notes, references