key: cord-0530319-to30qtuf
authors: Yamamura, Eiji; Kosaka, Youki; Tsutsui, Yoshiro; Ohtake, Fumio
title: Gender differences of the effect of vaccination on perceptions of COVID-19 and mental health in Japan
date: 2022-03-15
journal: nan
DOI: nan
sha: c60143e41f99b8b77d26fa0a73b91c93ff090e88
doc_id: 530319
cord_uid: to30qtuf

Vaccination has been promoted to mitigate the spread of the coronavirus disease 2019 (COVID-19). Vaccination is expected to reduce the probability of and alleviate the seriousness of COVID-19 infection. Accordingly, this might significantly change an individuals subjective well-being and mental health. However, it is unknown how vaccinated people perceive the effectiveness of COVID-19 and how their subjective well-being and mental health change after vaccination. We thus observed the same individuals on a monthly basis from March 2020 to September 2021 in all parts of Japan. Then, large sample panel data (N=54,007) were independently constructed. Using the data, we compared the individuals perceptions of COVID-19, subjective well-being, and mental health before and after vaccination. Furthermore, we compared the effect of vaccination on the perceptions of COVID-19 and mental health for females and males. We used the fixed-effects model to control for individual time-invariant characteristics. The major findings were as follows: First, the vaccinated people perceived the probability of getting infected and the seriousness of COVID-19 to be lower than before vaccination. This was observed not only when we used the whole sample, but also when we used sub-samples. Second, using the whole sample, subjective well-being and mental health improved. The same results were also observed using the sub-sample of females, whereas the improvements were not observed using a sub-sample of males.

Vaccination against the coronavirus disease 2019 is anticipated to play a critical role in mitigating the spread of COVID-19. Many newly reported cases of have been reduced in countries where vaccines have become rapidly pervasive Dashboard 2021). Through scientific experiments, the COVID-19 vaccine reduced the probability of infection and the seriousness of COVID-19. The sufficient rate of the vaccinated population in society must reach herd immunity to terminate the COVID-19 pandemic (Randolph and Barreiro 2020) .

However, some individuals hesitate to receive the COVID-19 vaccine (Almaghaslah et al. 2021a; Lucia, Kelekar, and Afonso 2021a; Machingaidze and Wiysonge 2021a; Murphy et al. 2021a; Solís Arce et al. 2021) . Their attitude may change if they know that vaccinated people have a more positive view about the vaccination after receiving the vaccine. Therefore, how and the extent to which the subjective views about the effectiveness of the COVID-9 vaccine changes after one gets vaccinated should be examined.

Various measures against COVID-19, such as lockdown restrictions, cause significant economic loss (Inoue, Murase, and Todo 2021; Mottaleb, Mainuddin, and Sonobe 2020) and exert a detrimental impact on individuals' mental health from traditional and authoritative sources and have similar levels of mistrust in these sources than those who accepted the vaccine (Murphy et al. 2021b ). Information provision is crucial to ensure trust in scientific evidence and to form norms to take collective action to mitigate the pandemic (Allcott 2011; Allcott and Knittel 2019; Sasaki, Kurokawa, and Ohtake 2021; Sasaki, Saito, and Ohtake 2021) . Therefore, researchers have studied what kind of message, information, education, and social campaigns regarding vaccination reduce hesitancy(Brita Roy, Vineet Kumar, and Arjun Venkatesh 2020; Feleszko et al. 2021) . To reduce hesitancy, it may be effective to provide information about the subjective evaluation of the effectiveness of the vaccine, subjective well-being, and mental health.

It is worth analyzing the influence of vaccination on vaccinated people's perceptions of COVID-19, subjective well-being, and mental health. Furthermore, the impact of unexpected shocks, such as COVID-19, differ between males and females (Mohapatra 2021; Tsustsui 2021a, 2021b; Yerkes et al. 2020) . To illustrate, the Japanese government's calling for preventive behaviors is less effective for men (Muto et al. 2020) . Therefore, males are less likely to change their lifestyles (Yamamura and Tsustsui 2021b) . However, compared with males, females were less likely to be hesitant to receive the COVID-19 vaccine (Feleszko et al. 2021; Murphy et al. 2021b) . That is, women are more sensitive to COVID-19. These results are consistent with the argument that males are more likely to be overconfident than females (Barber and Odean 2001) .

Hence, examining gender differences in the effect of vaccination on perceptions and mental health is valuable.

To this end, using monthly individual-level panel data, we investigated how vaccinated people change their perceptions of COVID-19, subjective well-being, and metal health in Japan.

The major findings were as follows: (1) vaccinated people perceived a lower probability of infection than before vaccination. (2) Vaccinated females improved their subjective well-being and mental health, whereas vaccinated males did not change their subjective well-being and mental health. Therefore, providing information about the effect of vaccination on female mental health improvement may increase their motivation to be vaccinated.

The research company INTAGE, which has sufficient experience in academic research, was commissioned to conduct an internet survey for this study. Individuals registered with INTAGE were recruited as the participants in our project. The sampling method was designed to collect a representative sample of the Japanese population in terms of gender, age, and residential area. However, we restricted Japanese citizens aged-16-79 for the survey because other people were difficult to recruit.

INTAGE conducted internet surveys repeatedly for 15 separate times ("waves") almost every month with the same individuals to construct the panel data. However, in the exceptional period between July 2020 and September 2020, the surveys could not be conducted because of a shortage of research funds. The surveys were resumed after receiving additional funds in October 2020.

The first wave of queries was conducted in the early stage of COVID-19 from March 13 to March 16, 2020. We aimed to collect around 4,000 respondents, distributed to 7,965, and collected 4,359 observations with a response rate of 54.7 %. Respondents from the first wave were targeted in subsequent waves to record how the same respondent changed their perceptions and behaviors during the COVID-19 pandemic. During the study period, until the 15 th wave was conducted on August 27, 2021, although there were some attritions, the response rate exceeded 83 % at any wave. Accordingly, the total number of observations used in this study was 54,007. In this study, we report results based on unbalanced panel data.

Our study was performed according to relevant guidelines and regulations. The ethics committee of Osaka University approved all survey procedures, and informed consent was obtained from all participants.

All survey participants provided their consent to participate in the anonymous online survey. After being informed about the purpose of the study and their right to quit the survey, participants agreed to participate. The completion of the entire questionnaire was considered to indicate the participants' consent. ANXIETY, and ANGER were significantly larger for women than for men. This implies that females were happier than males, even during the COVID-19 pandemic, whereas females' metal health was worse than for males. The low level of female mental health is consistent with the observation that women's suicide rates increased after the spread of COVID-19 (Sakamoto et al. 2021) . In contrast to subjective values, there were differences in vaccine first and vaccine second between men and women. The Japanese government began vaccination in February 2021(Japan Times 2021b).

During the early period of vaccination, the initial group receiving the shot was strictly restricted to health workers. Vaccination for general older people aged 65 and over has been implemented since April 2021. Accordingly, 75 % of older people were vaccinated in July 2021(Japan Times 2021a). Subsequently, COVID-19 vaccination programs began at workplaces and campuses where workers and students received vaccinations in June(Japan Times 2021c).

In our project, we started asking about vaccines against Sars-CoV-2 at the 7 th wave (December 2020) when vaccination, globally, first started in Israel. The question of which data were used in this study, asking whether respondents received their first and second shot, appeared from the 12 th wave conducted in May 2021. At that time, the completed ratios of the first and second shots were 5.24 % and 0.59 % of the total nation, respectively.

We created the dummy variables, VACCINE SECOND_1 to VACCINE SECOND_4, to capture the timing of the second shot. Although their mean values may seem quite low, this is because we set the value of these variables before the 12 th wave at zero, reflecting the reality in Japan. On April 23, 2021, as of the 11 th wave, the inoculation rates were 0.23 % and 0.00 % for the first and second shots, respectively.

To determine the change in the vaccination rate, Table 2 shows the percentages of vaccinated people in the whole sample, male sample, and female sample in each wave. Thus, the data of this study reflect the actual situation in Japan. Further, a similar tendency was observed when we used a sub-sample of males and females. Fig 1(a) indicates that the vaccinated group perceived the probability of getting COVID-19 to be lower than that of the non-vaccinated group, even before distribution of the vaccine. The trends of both groups were similar. During the first declaration of a state of emergency in all parts of Japan from the 3 rd to 4 th waves (April 7-May 27, 2020), the perceived probability drastically declined and remained at the lowest level. After the first declaration was terminated, its level increased to a level higher than that before the declaration. Later, its level did not remarkably change even though a state of emergency was declared and called off repeatedly four times. However, it should be noted that the gap between the groups increased after 2021 (the 8 th wave). Contrastingly, Fig 1. (b) indicates that the subjective severity of COVID-19 was consistently higher in the vaccinated than in the non-vaccinated group. Even during the first declaration of a state of emergency, subjective severity increased drastically. After termination, the level of subjective severity was relatively stable. After distribution of the vaccine, the gap between the groups was reduced. The only similarity between Fig 1 (a) and (b) is that the levels of both variables increase in the non-vaccinated group. In the panels in Fig. 2 , we illustrate HAPPY, FEAR, ANXIETY, and ANGER in For a closer examination of the effects of vaccination, we examined the fixed-effects regression model.

A fixed effects (FE) regression model was used to control the time-invariant individual characteristics. The estimated function took the following form: Vaccination is expected to reduce the probability of contracting COVID-19 and its severity. Hence, the expected sign of the dummy variables for vaccination was negative for these variables. Moreover, vaccination is anticipated to improve negative emotions.

Therefore, the coefficients of FEAR, ANXIETY, and ANGER were expected to show a negative sign, whereas HAPPY was anticipated to exhibit a positive sign.

Concerning control variables, in Japan, declarations of a state of emergency significantly influenced individuals' behaviors(Yamamura and Tsustsui 2021c;

Yamamura and Tsutsui 2020). The timing of the declarations varied according to the area where one resided. Therefore, the effect of the declaration could not be captured by wave dummy variables. Accordingly, we included EMERGENT to control for this effect. We also controlled for the following factors: the number of persons infected with COVID-19 and deaths caused by COVID-19 in residential areas at each time point, although their results were not reported due to space limits.

In addition to estimation using the whole sample, we report the estimates by dividing the sample according to the respondent's sex to compare the effect of vaccination between males and females.

Tables 3 and 4 report the estimation results of the FE model using the entire sample.

We begin by interpreting the key vaccination dummy variables to capture the effect of the respectively. This can be interpreted as the perceived severity of COVID-19 decreasing by around 0.14-0.18 points on a 5-point scale after they got the second shot compared to before they were vaccinated. Similar to the results of PROB_COVID19, the degree of the second shot effect was approximately four times larger than that of the first shot. These observations reasonably reflect that the second shot substantially leads to the vaccine being more effective. The effect was at the peak one month after the second shot, which is similar to the results of PROB_COVID19.

As for subjective happiness, in column (3) respectively. Therefore, the second shot effect was approximately two to three times larger than that of the first shot. However, the degree of increase from the first to the second shot was smaller than the estimations for PROB_COVID19 and SEVER_COVID19. The estimation results for ANXIETY were similar to XXX, although VACCINE_FIRST and VACCINE_SECOND_4 were not significant. In contrast, in the estimation of ANGER, all vaccination dummies were not statistically significant, implying that the vaccination weakened fear but not anger. (1) PROB_ COVID19

(2) SEVER_ COVID19

(3) HAPPY (4) FEAR Table 4 shows alternative specifications where a second shot dummy variable was used to examine the effect of the second shot vaccination instead of using four dummy variables to capture the timing of the second shot. In Table 4 , we focus on whether respondents completed the second shot. Hence, Table 4 reports the key variables, although the set of control variables are the same as in Table 3 . Results were similar as shown in Table 3 . The significant expected sign of VACCINE SECOND was observed in columns

(1)-(5), but no statistical significance was observed in column (6). Except for column (6), the absolute values of coefficient and statistical significance were larger for VACCINE SECOND than VACCINE FIRST. Therefore, individuals have more optimistic views about COVID-19 and their subjective well-being and mental health improved after they took the second shot. (2) SEVER_ COVID19

(3) HAPPY (4) FEAR The set of control variables used in Table 3 is included, although the results are not reported. ***p<0.01 **p<0.05 *p<0.10

Tables 5 and 6 report the results based on a sub-sample of males, while Tables 7 and 8 present the results based on a sub-sample of females. Here, we focused on key variables, although the same set of control variables used in Table 3 was included. The results of the perceptions of COVID-19, PROB_COVID19, and SEVER_COVID19 in Table 5 show similar results to those in Table 3 . Vaccination dummy variables showed the expected negative sign in all results and was statistically significant in most of the results.

Comparatively, for results of HAPPY, FEAR, and ANGER, we did not observe statistical significance with the exception of VACCINE SECOND_1 in columns (6). This implies that males were more likely to have an optimistic view about COVID-19, whereas their mental health did not improve by receiving the vaccine. This tendency is consistently observed in Table 6 . Note: Numbers within parentheses are robust standard errors clustered in the residential prefectures.

The set of control variables used in Table 3 is included, although the results are not reported. ***p<0.01 **p<0.05 *p<0.10 Table 7 indicates that the coefficients of vaccination dummy variables are negative and statistically significant in most cases in the estimations of PROB_COVID19 and SEVER_COVID19. Further, except for column (6) where ANGER results are shown, most of the vaccination results showed the expected sign and statistical significance. We also observed consistent results as shown in Table 8 .

Tables 5-8 jointly reveals the gender differences in the vaccination effect on subjective well-being and mental health. Thus, vaccination had a positive influence on women's but not on males' mental health. Note: Numbers within parentheses are robust standard errors clustered in the residential prefectures.

The set of control variables used in Table 3 The set of control variables used in Table 3 is included, although the results are not reported. ***p<0.01 **p<0.05 *p<0.10

People's hesitancy for COVID-19 vaccination has hampered the establishment of herd immunity and the termination of the COVID-19 pandemic. People who hesitate to vaccinate are less inclined to access information about COVID-19 from formal and authoritative sources but tend to distrust them (Murphy et al. 2021b) . Therefore, it is important to provide effective information that is more acceptable to them and, thus, motivate them to be vaccinated. This holds especially for females because they are more likely to be hesitant to be vaccinated (Feleszko et al. 2021; Murphy et al. 2021b ).

Providing positive evaluations of vaccination from vaccinated females plays a key role because females with hesitation pay more attention to information from the same sex.

The estimation results made it evident that vaccinated females perceived a lower probability of getting infected and had better subjective well-being and mental health than before vaccination. Providing this information may lead unvaccinated females to more positively view vaccination, which, in turn, will motivate them to be vaccinated. In Japan, female suicide rates have increased during the COVID-19 pandemic. The evidence of this study reveals that vaccination can cure women with mental illness (Mazereel et al. 2021a (Mazereel et al. , 2021b Siva 2021; Warren et al. 2021) . Based on the findings, policymakers should display appropriate messages that are targeted to unvaccinated females.

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