Anxiety, depression, and social connectedness among the general population of eight countries during the COVID-19 pandemic

Study design and population

This study is part of the POPulation health impact of the CORoNavirus disease 2019(COVID-19) pandemic (POPCORN) study. In this cross-sectional study, a web-based survey was administered to a cohort of persons from the general population of eight countries: China, Greece, Italy, the Netherlands, Russia, Sweden, the United Kingdom (UK) and the United States (US).

Data collection procedure and consent

The participants were recruited by an international market research agency (Dynata) that distributed and launched the questionnaire. Existing internet panels from the eight countries were used, and these samples were designed to be representative of the population aged 18 to 75 years in each country with respect to age and sex (Appendix Fig. 1). The participants were members of the market research agency’s existing voluntary panels. As panel members, the participants had already provided informed consent to participate in online surveys upon registration. Once participating, the data capture system did not allow missing values. Participants received an incentive in the form of cash or points from the market research company upon completion of the survey. Data were anonymized.

Questionnaire

The questionnaire included questions on demographic and social risk factors, health-related and COVID-19-related risk factors, anxiety symptoms and depression symptoms, self-confidence, social participation, contacts with family and friends, and feeling connected to others. Data were collected from April 22 to May 5, 2020, in China, Greece, Italy, the Netherlands, the UK, and the US, and from May 26 to June 1 in Russia and Sweden.

Primary outcome measures

The primary outcome measures were anxiety and depression symptoms, self-confidence, contacts with family and friends, social participation and feeling connected to others.

Anxiety symptoms were measured by the Generalized Anxiety Disorder-7 (GAD-7) [23]. The GAD-7 includes seven items that ask the prevalence of anxiety-related symptoms in the past two weeks, such as “How often have you been bothered by not being able to stop or control worrying?”. The ordinal response options range from “Not at all” (“0”) to “Nearly every day” (“3”). The GAD-7 sum score is the sum of the scores of all items and ranges from 0 to 21. By using the cut-off scores of 5, 10, and 15, the GAD-7 can be categorized into four groups: symptoms of minimal anxiety, mild anxiety, moderate anxiety, and severe anxiety.

Depression symptoms were measured by the Patient Health Questionnaire-9 (PHQ-9) [24]. The PHQ-9 includes nine items that measure the prevalence of depression-related symptoms in the past two weeks, such as “How often have you been bothered by little interest or pleasure in doing things?”. The ordinal response options range from “Not at all” (“0”) to “Nearly every day” (“3”). The PHQ-9 sum score is the sum of the scores of each item and ranges from 0 to 27. By using the cut-off scores of 5, 10, 15, and 20, the PHQ-9 can be categorized into five groups: symptoms of minimal depression, mild depression, moderate depression, moderately severe depression, and severe depression. In the study, both sum scores and categories of the GAD-7 and the PHQ-9 were used.

Self-confidence, social participation, contacts with family and friends, and feeling connected to others were part of the EQ-5D-5L bolt-on questions. The EQ-5D-5L is a generic health-related quality of life instrument that consists of five dimensions: mobility, self-care, usual activities, pain/discomfort, and anxiety/depression [25, 26]. EQ-5D-5L bolt-on questions are items that can be added to the EQ-5D-5L and that have the same format as the EQ-5D-5L items [27]. The self-confidence bolt-on was previously developed [28] whereas the remaining three bolt-on questions were developed for the current study. Self-confidence and social participation were measured by the presence of problems. The ordinal response options to self-confidence are “I have no problems with self-confidence” (“1”), “I have slight problems with self-confidence” (“2”), “I have moderate problems with self-confidence” (“3”), “I have severe problems with self-confidence” (“4”), and “I have extreme problems with self-confidence” (“5”). The ordinal response options to social participation are similar as self-confidence, ranging from “I have no problems with social participation” (“1”) to “I have extreme problems with social participation” (“5”). Contact with family and friends and feeling connected to others were measured by self-rating. The ordinal response options of contact with family and friends are “Very good” (“1”), “Good” (“2”), “Fair” (“3”), “Bad” (“4”), and “Very bad” (“5”), and the ordinal response options of feeling connected are “I feel very well connected to others” (“1”), “I feel well connected to others” (“2”), “I feel moderately connected to others” (“4”), “I feel slightly connected to others” (“4”), and “I feel not connected to others, alone” (“5”).

These outcome variables were grouped into two concepts: internal states (GAD-7, PHQ-9, and self-confidence) and social connectedness (social participation, contact with family and friends, and feeling connected to others).

Other measures of respondent characteristic

The following risk factors were included: age, sex, the highest level of education achieved, occupational status, income, living situation, self-perception of COVID-19 risk, COVID-19 disease status, number of chronic diseases, perceptions of being protected against COVID-19, chronic disease status and quality of health care (i.e., access to health care).

Categorization of education and income can be found in the appendix. Chronic disease status was measured by the presence of up to 10 chronic conditions (asthma and chronic bronchitis, severe heart disease, stroke, diabetes, severe back complaints, arthrosis, rheumatism, cancer, memory problems, and/or other problems). The number of chronic diseases was categorized into three groups: “zero”, “one”, “two”, and “three or more”.

Quality of care was derived from the experience of the respondent during their last outpatient visit following the World Health Organization (WHO) responsiveness measures [29]. Experience on access to health care was scored with ordinal response options ranged from “very good/always good” to “very bad/never good” (Appendix).

The questionnaire was translated into the main official language of each country using translation software and subsequently translated back into English, except when case validated translated versions of the instruments were available. Bilingual native speakers verified the translations independently.

Statistical analysis

Descriptive analyses were performed for sociodemographic data, anxiety and depression symptoms, self-confidence, social participation, contacts with family and friends, and feeling connected to others. Percentage distributions were calculated for GAD-7 and PHQ-9 by ten-year age groups in each country. For self-confidence, contacts with family and friends, social participation and feeling connected to others, percentage distributions were calculated by country. We then calculated rate ratios between females and males of the prevalence of anxiety and depression symptoms among each 10-year age group in each country. Self-confidence, social participation, contacts with family and friends, and feeling connected to others were also assessed by country and age category.

After very high correlations were found between several factors and between the GAD-7 and PHQ-9 as well as high Cronbach's alpha (Appendix), exploratory factor analysis was performed in each country among a selection of observed variables: GAD-7 and PHQ-9 sum score, self-confidence, contact with family and friends, social participation, and feeling connected to others to test whether homogeneous constructs was underlying the data. Factor analysis was also performed among GAD-7 and PHQ-9 item scores.

Our data were tested to be suitable for factor analysis by Kaiser–Meyer–Olkin measure of sampling adequacy and Bartlett’s test of Sphericity [30]. Principal axis factoring was chosen as the extraction method. Because we were interested in the latent factor that underlines the data and since multivariate normality was violated in our data, the interrelationship was studied by principal axis factoring [31]. The number of factors extracted was examined based on the Scree test and parallel analysis. An oblique rotation (Promax rotation, kappa set at 4) was used. A set of factor matrices, pattern matrix, structure matrices, and factor correlation matrices were generated. If factors correlations were low, an orthogonal rotation would be chosen before re-running the rotation. Factor loadings above 0.4 were considered as interpretable [32]. The exploratory factor analysis was performed for all countries pooled and for each country in order to determine if there were differences between countries in the latent concepts observed.

Factor scores of each factor for individual respondents in each country were calculated by a regression method. In the next step, the individual factor scores were used as outcome variables, and linear multivariable regression analyses were performed on the risk factors. The likelihood ratio test was used, and for overall p values, the significance level was set at 0.05.

All statistical analyses were carried out using R version 4.0.5 and SPSS version 25.

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