Is Shakespeare making any statements about women or power? What's the difference between Regan & Goneril?

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Yes, the entire play is a set of linked statements about power. Most pointedly, he's showing us what happens when a king is foolish, and, specifically, when he divides his power inappropriately and lets ego and family feeling determine his actions rather than a king's proper wisdom. The entire play is a tragedy of the abuse and decay of power.

About women…that's less clear. He certainly shows us women acting horrifically in pursuit of power, and he equally certainly shows Lear disapproving of his daughters' actions, not in general or even as children, but as daughters. He (Shakespeare) paints a dark portrait of women in pursuit of power, and these two women are evil, but I'm less sure he's trying to generalize about all women.

There is little real difference between the two sisters mentioned.

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