A twin item factor analytic model was developed to test for the presence of noninvariant age, sex, and age by sex interaction effects on the individual DSM-III-R criteria for major depression (MD). Based on 1-year reports, six of the nine MD criteria and duration requirement were found to have covariate factor loading and/or threshold effects that significantly deviated from their corresponding factor level expectations. A significant age effect was found for the binary duration variable factor loading. The 'loss of interest', 'weight problems' and 'psychomotor problems' criteria all displayed forms of threshold only effects. 'Depressed mood', 'fatigue', and 'feeling worthless' had more complex patterns that included both factor loading and threshold effects. A significant factor age by sex interaction effect indicating an increasing female mean difference with age was found to be largely associated with the presence of differential threshold covariate effects. Disagreement between estimated factor scores and DSM-derived affected vs. unaffected classification was approximately 1.3%. Status on the duration requirement was found to be the one feature common to all discrepancies. The MD criteria set provided maximum information for calibrating MD factor scores in the scale region where discrepancies occurred. The dimensional modeling results are discussed in the broader context of epidemiological research and clinical assessment of major depression.