I think they probably do, although at what level depends on the intelligence of the animal. I would say that the more intelligent the animal, the more emotionally complex it would be. (I’m not sure if sheep have moods for example, but chimps certainly do). The difficulty would really be identifying them. Identifying mental illness in humans is really tough, and is often one person, or a groups opinion as you can’t just do a blood test.
Almost definitely. My friend had a really depressed dog. Its tricky identifying mental states without language. it would be hard to attribute particular behaviour to mental illness instead of something else.
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