"Researchers compared the behaviors of normal 8-week-old mice and those whose guts were stripped of microbes. Those without bacteria showed higher levels of risk-taking and the stress hormone cortisol. They also had altered levels of the brain chemical BDNF, which has been linked to anxiety and depression in humans.
Researchers believe that in the immediate postnatal period, the "gut bacteria" have an impact on not just the immune system, but the development of the neuroendocrine and metabolic systems. Presence of microbiota regulates the " ; S E T point" for hypothalamic-pituitary-adrenal axis activity."
http://abcnews.go.com/Health/anxiety-head-gut/story?id=20229136