The internal construct validity of the endogenous sub-type of major depression was investigated by statistically modelling the RDC endogenous and DSM-III melancholia diagnostic criteria. Data consisted of symptom ratings on 788 patients with major depression from NIMH Collaborative Depression Study. Results indicated that the symptoms in the criteria do not specify a dichotomous classification, melancholic-non-melancholic or endogenous-nonendogenous. Results did support the existence of two sub-typings, one related to anhedonia, and one related to vegetative symptoms. The vegetative sub-type rarely occurred in non-anhedonic patients. Previous studies may have found support for a simple endogenous sub-type because of this hierarchical relationship and as a result of methodological differences.