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Background Pain and depressive symptoms frequently co-occur in middle-aged and older adults, but whether changes in their co-occurrence identify different risks of subsequent disability is unclear. Methods We analyzed two population-based longitudinal cohorts: the Health and Retirement Study (HRS; United States; N = 9,227; 1,524 incident cases) and the Mexican Health and Aging Study (MHAS; Mexico; N = 8,633; 1,218 incident cases). Participants were free of activities of daily living (ADL) disability at baseline. We examined a four-level baseline pain–depression phenotype and four two-point transition profiles: persistently non-co-occurring, resolved, incident, and persistent co-occurrence. Incident ADL disability was assessed at the final wave. Association models used complete cases. As a secondary analysis, a prediction model developed in HRS was evaluated in MHAS. Results Co-occurring pain and depressive symptoms were associated with higher odds of incident ADL disability than either symptom alone in both cohorts (HRS adjusted OR 3.15, 95% CI 2.39–4.16; MHAS 3.00, 2.33–3.85, versus neither symptom). Incident and persistent co-occurrence were each associated with elevated odds (HRS OR 3.55, 2.66–4.74 vs. 3.55, 2.37–5.33; MHAS 3.46, 2.62–4.58 vs. 4.16, 2.91–5.96), while resolved co-occurrence remained associated with elevated risk (HRS OR 2.28, 1.59–3.27; MHAS 2.17, 1.60–2.96). Findings persisted after excluding participants with ADL difficulty at the intermediate assessment. The secondary prediction model achieved an AUC of 0.775 in HRS and 0.725 (95% CI 0.710–0.741) in MHAS. Conclusion Repeated assessment of pain and depressive symptoms identified reproducible transition profiles associated with subsequent ADL disability across two national aging cohorts. Both incident and persistent co-occurrence were associated with elevated risk, supporting repeated symptom assessment as a potential population-level approach to identifying adults at increased risk of loss of independence.
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