Hell no, and I'd say a very small minority are just weak-minded or do it for attention. Depression is often genetic and results from problems with neurotransmitters. If not for this reason, there are way way way many factors including the amount of sleep people get, the food they eat, their current social situation, etc. which can easily influence a person's depression levels.
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This. Clinically diagnosed depression is serious stuff and can absolutely ruin a person. People who mope around and whine because they got coke when they wanted Pepsi are the weak minded individuals.