 Specific Aim 1: to test the hypothesis that sleep disturbances are caused by hyperandrogenemia and hyperinsulinemia that characterize PCOS. Following a detailed baseline evaluation of sleep, hormonal, metabolic and cardiovascular parameters, women with PCOS will be randomized to an 8-week treatment phase with pioglitazone or depot leuprolide plus estrogenprogestin replacement or placebo. Pioglitazone will reduce insulin levels, and consequently androgen levels, in PCOS. We will compare the effects of androgen reduction alone depot leuprolide plus estrogenprogestin to those of insulin plus androgen reduction achieved with pioglitazone. Primary comparisons will be the change in sleep parameters from baseline between: placebo pioglitazone; placebo leuprolideestrogenprogestin; pioglitazone leuprolideestrogenprogestin. 