While many people happily rang in the New Year with a glass of champagne, alcohol is more often associated with sadness. That's why people talk about crying in their beer, or drowning their troubles.

A new Canadian study indicates that that image, and the consumption of large amounts of alcohol, is especially true for women who are depressed.

Kathryn Graham, senior scientist at the Center for Addiction and Mental Health in Toronto and an author of the study, says 8 percent of the women surveyed who limit their alcohol intake to one drink were depressed. "But among women who drink heavily (6 drinks or more at one sitting), 20 percent were depressed."

That correlation, Graham says, goes up more for women than men.

Graham explains that how often people drink is not related to depression, but how much they drink on each occasion is.

While Graham says many studies show a link between alcohol and depression, their findings are inconsistent. "One study would measure frequency of drinking, but wouldn't measure how much they drank per occasion. Or one study would use recent symptoms of depression, but wouldn't find a gender difference."

The research by Graham and colleagues uses multiple measurements for depression and alcohol consumption. There is a message in these findings for those trying to help women with depression, Graham says. "If a physician or practitioner is treating someone for depression, especially a woman, they should look at how much she is drinking, not just how often she drinks, but how much she drinks per occasion."

Graham says if you feel like you are drinking too much, you might look at the things that are causing you to drink and whether or not it is to relieve depression.

Graham says future research may explore how social situations affect the relationship between depression and alcohol, such as whether the link is stronger for women who have partners who drink heavily.

The study is published in the journal Alcoholism: Clinical and Experimental Research.