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The estimated vaccine efficacies from the phase III clinical trials provide good information of how strongly a Covid-19 vaccine reduces the probability of a symptomatic Covid-19 infection in the vaccinated individual, e. g. 95% for the Biontech/Pfizer vaccine. However, the probability that a vaccinated person still becomes infected without symptoms and can infect other non-vaccinated persons seems still largely unknown. That is an important number e.g. for deciding whether it is still legally defensible to impose the same shut-down restrictions on vaccinated persons as on others.

Well, I don’t know how to estimate this number with the publicly available data. Yet being curious, I asked myself how one could in principle estimate this number if one had data from a mobile phone Corona app that tracks past contacts and would also store whether a contact was vaccinated, and if not, was likely infected with the Corona virus at the time of the meeting (which may be calculated from later arriving test results). I did not check the existing literature, which may have much better approaches, but just rearranged some mathematical expressions and run the resulting estimation approach on simulated data.

Let’s first have a glimpse at the simulated data set:

set.seed(1)
dat = simulate.meeting.data(init.sick.share=0.3,infect.prob = 0.1,
vipe=0.7,n=500000,m=1000000,
prob.unobserved = 0.1)

subjectidinfectedmmsmv
10613
20301
30511
40201
50320
60301

The dummy variable infected indicates whether during a considered period the subject got infected with Covid-19. Every row corresponds to an unvaccinated subject. The variable m shall be the number of recorded relevant meetings before the infection. The number ms indicates how many of those meetings were with an unvaccinated person that had Covid-19. The variable mv indicates the number of meetings with a person that was vaccinated. For the met vaccinated individuals we don’t observe whether or not they had a Corona infection without symptoms.

The code for the simulate.meeting.data function is given at the end of this post. Here is just a short description of the specified parameters (they are not calibrated to the real world):

• init.sick.share=0.3 means that 30% of the initial population are infected with Corona. For simplicity we assume that the vaccinated population has the same probability to be infected, but they typically have no symptoms. You could also interpret an infected vaccinated person as a person that would be infected if she had not gotten a vaccination.

• infect.prob (10%) is the probability that an unvaccinated infected person infects a healthy unvaccinated person given that they meet each other.

• vipe (70%) shall stand for the vaccine's infectiousness prevention efficacy. This is the number, we want to estimate. I do not know the proper name for it so I just invented a name and like the abbreviation VIPE. We assume that an infected vaccinated person infects in a meeting another person only with probability infect.prob*(1-vipe).

• n and m are the number of subjects and number of simulated meetings.

• prob.unobserved (10%) is the probability that a meeting is not observed in our data set. Unobserved meetings may still lead to infections.

Let us start with some theoretical thoughts that will help us to estimate vipe. Using shorter mathematical notation, let

$\pi_s = \text{infect.prob}$

be the probability that an unvaccinated infectious person infects another unvaccinated person given that there is a meeting. Let

$\pi_v = \text{infect.prob*(1-vipe)*init.sick.share}$

be the probability that a vaccinated person ($\pi_v$) who may have or may not have a symptomless corona infection infects an unvaccinated person given that they meet.

The probability that after the recorded number of meetings $m^s_i$ and $m^v_i$ an initially healthy person $i$ gets infected shall be given by:

$Pr(\text{i infected})=1-(1-\pi_v)^{m^v_i} \cdot (1-\pi_s)^{m^s_i} \cdot U_i$

That is 1 minus the probability that no meeting leads to an infection. The term $U_i$ shall stand for the probability of infections from meetings that are unobserved in our data set. We also assume that the infection probabilities of all meetings are independent from each other.

The logarithm of the probability that an initially healthy vaccinated person $i$ does not become infected by any meeting therefore is

$\log Pr(\text{i not infected}) = \log(1-\pi_v) \cdot m^v_i + \log(1-\pi_s) \cdot {m^s_i} + \log U_i$

Let us rename the terms on the right hand side as following:

$\beta_1 = \log(1-\pi_v)$ $\beta_2 = \log(1-\pi_s)$

where $\beta_1$ and $\beta_2$ are coefficients that we will estimate. We also rewrite

$\log U_i = \beta_0 + u_i$

where $\beta_0$ is the average of the log-probability to get infected from unobserved meetings and $u_i$ is an unobservable deviation for each individual.

We can then write:

$\log Pr(\text{i not infected}) = \beta_0 + \beta_1 \cdot m^v_i + \beta_2 \cdot {m^s_i} + u_i$

The right hand side looks like that of a nice linear regression equation. Unfortunately, the left hand side contains a probability that we don’t directly observe. One route to proceed could be to assume a distribution for the $u_i$ (or perhaps even just set it equal to 0) derive the log-likelihood function and then compute the Maximum Likelihood estimator.

Yet, I choose another route: I aggregate the individual-level data and then run a weighted least squares regression.

agg = dat %>%
group_by(mv, ms) %>%
summarize(
n = n(),
prob.infected = mean(infected),
y = log(1-prob.infected)
) %>%
ungroup()

mvmsnprob.infectedy
00463000.01-0.01
01424000.11-0.11
02159000.19-0.21
0339600.28-0.33
047470.33-0.4
051170.48-0.65

The data frame agg contains one row for each combination of meeting numbers mv and ms and we computed in prob.infected the average share of infected persons in each such cell. We then use the variable y=log(1-prob.infected) as an estimator for the left hand side in our regression specification:

$y = \beta_0 + \beta_1 \cdot m^v_i + \beta_2 \cdot {m^s_i} + u_i$

We now estimate this regression using the aggregated data frame agg with the numbers of subjects n in each cell as weights:

agg = filter(agg, is.finite(y))
reg = lm(y~mv+ms, data=agg, weights=agg\$n)
beta = coef(reg)
beta

##  (Intercept)           mv           ms
## -0.008729151 -0.009242340 -0.104527982


The estimated coefficients themselves are not very informative. We will now convert them to the variables of interest:

names(beta) = NULL
pi.v = 1-exp(beta[2])
pi.s = 1-exp(beta[3])
init.sick.share = 0.3
vipe = 1-((pi.v/ init.sick.share) / pi.s)
c(pi.s = pi.s, pi.v = pi.v, vipe = vipe)

##        pi.s        pi.v        vipe
## 0.099250407 0.009199761 0.691025251


We estimate a 9.9% probability to get infected when meeting an infected unvaccinated person. This is close to our assumed parameter infect.prob of 10%. When meeting a vaccinated person, we only estimate a 0.9% probability to get infected. Note that our data does not distinguish between vaccinated persons with an unobservable infection and non-infected ones. To estimate the vaccine infection prevention efficacy (VIPE), we must therefore must adjust for the share of initially infected persons. We get a VIPE estimate of 69.1%, which is not too far off the true value of 70%. Correct standard errors could (hopefully) be obtained via bootstrapping. I repeated the simulation a 100 times and find a mean estimate for VIPE of 0.7002 with a standard deviation of 0.02. So, at least with the simulated data, this estimation approach seems to work.

In a real world data set, one would have to think about possible sources of bias, however. For example, the behavior and safety procedures may systematically differ depending on whether a person is vaccinated or not. It could also be the case that the number unobserved meetings is correlated with individual characteristics that are also correlated with the explanatory variables, yielding a classic endogeneity problem in our regression.

Most importantly, I don’t know if there exists a country that collects such data, would allow to analyze it and at the same time has sufficiently many Covid-19 cases for a sufficiently precise estimation. But even if the presented regression may never be run on real data, I find it helpful to think about possible statistical approaches to estimate such important measures. For example, it may help to better weigh the costs-and-benefits of stronger data protection vs valuable insights from more data collection.

Overall, I am curious whether we will learn about how infectious vaccinated persons are and which data set and empirical approach corresponding studies will take…

## Appendix: Simulation Code

simulate.meeting.data = function(
init.sick.share = 0.2, # share of initially sick people
infect.prob = 0.1, # probability
vipe = 0.7, # vaccine infection prevention efficacy
vacc.share = 0.3, # share of vaccinated people
prob.unobserved = 0, # probability that a meeting is unobserved
n = 100000, # number of persons
m = 100000 # number of meetings
) {
# Draw persons that meet
m1 = sample.int(n,2*m, replace=TRUE)
m2 = sample.int(n,2*m, replace=TRUE)

# Only keep first m meetings
# where different persons meet
keep = m1 != m2
m1 = m1[keep][1:m]
m2 = m2[keep][1:m]

# Which persons are vaccinated
vacc = (runif(n) <= vacc.share)

# Which persons are initially infected
# for vaccinated persons that may be the hypothetical
# infection if they would not be vaccinated
start.sick = (runif(n) <= init.sick.share)

# Simulate which meetings would transfer an infection
infect.dice = runif(m)
infect1.threshold = infect.prob*ifelse(vacc[m2], 1-vipe,1)
infect2.threshold = infect.prob*ifelse(vacc[m1], 1-vipe,1)

infected1 = (infect.dice <= infect1.threshold) & start.sick[m2]
infected2 = (infect.dice <= infect2.threshold) & start.sick[m1]

# Which subjects are sick after all infections
post.sick1 = m1[infected1]
post.sick2 = m2[infected2]
post.sick = start.sick
post.sick[c(post.sick1,post.sick2)] = TRUE

# Is the meeting recorded / observed
record = runif(m) > prob.unobserved

# in every meeting let s be sender
# and r be the receiver of a potential
# infection
# use dtplyr for speed
library(dtplyr)
dat = bind_rows(
tibble(s = m1, r = m2, record=record),
tibble(s = m2, r = m1, record=record)
) %>%
filter(record) %>%
mutate(
start.sick.s = start.sick[s],
start.sick.r = start.sick[r],
post.sick.s = post.sick[s],
post.sick.r = post.sick[r],
infected = !start.sick.r & post.sick.r,
vacc.s = vacc[s],
vacc.r = vacc[r]
) %>%
# only keep people that are initially sick
filter(!start.sick.r) %>%
# aggregate meeting data on person level
lazy_dt() %>%
group_by(r) %>%
summarize(
infected = 1L*first(infected),
m = n(),
ms = sum(start.sick.s & !vacc.s),
mv = sum(vacc.s)
) %>%
rename(subjectid = r) %>%
as_tibble()
dat
}