Medicine Doesn't Work Anymore

I have been diagnosed with major depression about 7 years ago. the doctor put me on Prozac and that has seemed to help me. later he changed the medication to Paxil and I've been on that medicine for 2 years now. all along the therapy I've had months where I felt good and then I had a sudden depression and the doctor had to temporarily increase the dosage. Now however I've been feeling OK for approximately 1.5 years and just recently I started experiencing severe depression again along with periods of panic and anxiety, worry, and fear. my doctor increased my dosage again but I'm still not feeling fine. I wonder what guidance you can give me on this subject.

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