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People with AGA typically reported a lower health-related quality of life and more feelings of embarrassment, shame, worry and frustration than those with a full head of hair.
But there was no link with depression, according to the review published in the journal JAMA Dermatology.
Study leader Professor Ching-Chi Chi, from Chang Gung Memorial Hospital in Taiwan, said stigma was partly to blame.
'Patients with this disease may need psychological and psychosocial support,' he said.
Dr Kerry Montgomery, at Alopecia UK, said: 'More psychological support is needed for people with AGA, and indeed all types of hair loss.'
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