Supporting Information 2 Additional Methods and Statistical Data Supplement to: Still protected against smallpox? Estimation of the duration of vaccine-induced immunity against smallpox. Epidemiology Details of data source Our estimations are based on the reported numbers of smallpox cases during epidemics in the United Kingdom; variola major outbreaks were reported in London (1870s), Sheffield (1887-8), London (1893), Liverpool (1902-3), Dewsbury (1904), and a variola minor outbreak was reported in London in 1929-30 S1-S6. A total of 10403 (London, 1870s), 6088 (Sheffield, 1887-8), 2101 of 2376 (London, 1893), 1163 of 2280 (Liverpool, 1902-3) and 625 of 635 (Dewsbury, 1904), and 3203 (London, 1929-30) cases, respectively, could be stratified by age group and vaccination status, which was mainly determined from vaccination scars. The cases described in Tables S3-S8 were either vaccinated during infancy or unvaccinated, and were classified according to severity of disease. Overall case fatality proportions (CFP) of variola major were 17.4% (London, 1870s), 9.7% (Sheffield, 1887-8), 7.6% (London, 1893), 7.6% (Liverpool, 1902-3) and 11.7 % (Dewsbury, 1904), respectively. Only 8 (0.2 %) out of a total of 3203 cases died -1- in variola minor outbreak in London (1929-30). Additional Method 1: Test for significance The age-specific numbers of cases by vaccination history are given in Tables S3-S8. When assessing the goodness-of-fit of our models, using χ2 statistic, we simply followed the age-classes given in the data source to which Cochran's rule was partly applied: No expected frequency should be less than 1 and at least 80% of expected frequencies should be greater than five S7. Using these rules, the χ2 or likelihood ratio test statistics could not always be applied due to a large number of expected values below 5 even after re-grouping adjacent age-classes. To these cases, we first assessed the goodness-of-fit based on visual assessments and then applied an exact test (see below) which was specifically developed to solve this problem. As shown in Figure 1 of the main text, the observed number of infections corresponded well to the expected number of infections. The χ2 goodness-of-fit tests revealed no significant deviations of the model from the data in all six outbreaks for the estimation of protection against smallpox: χ23 = 2.64, p = 0.45 in London (1870s); χ22 = 5.71, p = 0.06 in Sheffield (1877-8); χ26 = 9.05, p = 0.17 in London (1893); χ24 = 6.67, p = 0.15 in Liverpool (1902-3); χ25 = 1.31, p = 0.93 in Dewsbury (1904); and χ212 = 6.11, p = 0.91 in -2- London (1929-30). For protection against severe manifestations, two outbreaks were satisfactory (χ25 = 8.46, p = 0.13 in London in 1893 and χ25 = 2.80, p = 0.73 in Dewsbury in 1904, respectively), while the outbreak in Liverpool (1902-3) revealed significant deviations with a greatly exaggerated p-value due to low expected numbers (χ25 = 13.04, p = 0.0230). Applying the exact test (see below), the p-value became 0.0423 that still indicates a significant lack of fit. Lack of fit in estimating the partial protection in Liverpool was obviously caused by outliers including small numbers of cases that did not follow our assumed model (Table S6). Additional Method 2: Exact goodness-of-fit test To develop an exact test for the goodness of fit which can be used for very low expected values (where the standard χ2 test cannot yield reliable results), we first calculated the probabilities of all possible results of the Binomial experiments for each age/vaccination class given the estimated parameter values. Then we calculated the probability of every possible combination of outcomes across all age/vaccination classes. As there were 7 age classes and 2 vaccination (or severity) classes for Liverpool, a single combination formed a vector of 14 different values, originating from 14 different Binomial distributions. By construction, the probabilities of all possible 14 dimensional -3- vectors sum up to 1. Then we sorted these vectors by their probability of occurrence and determined whether the actual (historical) observation was within the bulk that accounted for 95% of the probability or whether it came to rest within the 5% of highly unlikely combinations. For the Liverpool data set, the observed data vector hit the 95.8 percentile, forcing us to reject the goodness-of-fit with p=0.0423. As had to be expected, none of the other comparisons which resulted in non-significant results using the χ2 test became significant when using the exact test as low expected values could only lead to under-estimates of the χ2 test p-value. References S1. Gayton W. The value of vaccination as shown by an analysis of 10,403 cases of smallpox. London: Gillett & Henty; 1885. S2. Barry FW. Report on an epidemic of small-pox at Sheffield, during 1887-88. London: Local Government Board; 1889. S3. Ricketts TF. A classification of cases of smallpox by the numerical severity of the eruption. In: Metropolitan Asylums Board eds., Reports for the year 1893 of the statistical committee and the medical superintendents of the infectious hospitals and imbecile asylums, also of the ambulance and training ship "Exmouth" committees (8th -4- year of issue). London: McCorquodale; 1894. S4. Hanna W. Studies in small-pox and vaccination. Bristol: John Wright; 1913. S5. Low JS. Report upon an epidemic of small-pox in the Borough of Dewsbury in 1904. Dewsbury: Joseph Ward; 1905. S6. Chalke HD. Smallpox hospitals – condition as to vaccination of patients suffering from smallpox admitted during 1929. In: Metropolitan Asylums Board eds., Annual Report for the year 1929-30 (32nd year of issue). London: Harrison; 1930. S7. Cochran WG. Some methods for strengthening the common chi-square test. Biometrics 1954; 10: 417-451. -5- Fig. S2-1 b) 1 0.8 1 0.8 Protected fraction Protected fraction a) 0.6 Expected 0.4 Upper 95% CI 0.2 Lower 95% CI 0.6 Expected 0.4 0 0 10 20 30 40 50 60 70 0 Time since successful vaccination [years] Protected fraction Lower 95% CI 0.2 0 c) Upper 95% CI 10 20 30 40 50 60 Time since successful vaccination [years] 1 0.8 0.6 Expected 0.4 Upper 95% CI Lower 95% CI 0.2 0 0 10 20 30 40 50 60 70 Time since successful vaccination [years] Fig. S2-1. The conditional probability of protection from severe clinical manifestations of smallpox based on expected values (and 95 % confidence intervals) of parameter as shown in the Supporting Materials and Methods sections: a) London (1893), b) Liverpool (1902-3) and c) Dewsbury (1904). -6- 70 Table S1. Parameter estimates of the duration of vaccine-induced immunity against infection for 6 outbreaks in the United Kingdom† Outbreak London (1870s) Estimate tm V Sheffield (1887-8) tm V London (1893) tm V Liverpool (1902-3) tm V Dewsbury (1904) tm V London (1929-30) tm V 95% confidence interval 0.0216 11.7 7.8 0.0142 10.6 7.0 0.0286 12.6 8.6 0.0593 15.1 10.7 0.0408 13.7 10.2 0.0899 17.3 12.8 0.0046 17.2 11.5 0.0022 15.4 9.2 0.0090 19.7 15.1 0.0413 23.4 14.3 0.0195 18.6 9.7 0.0904 32.2 25.9 0.0034 28.4 4.3 0.0007 24.9 2.9 0.0096 33.7 7.2 0.00013 46.0 4.4 0.00006 42.7 3.0 0.00029 50.6 7.6 † Refer to Tables S3-8 for data and to the Materials and Methods in the main text for explanations. -7- Table S2. Parameter estimates of the duration of vaccine-induced immunity against severe manifestation for 3 outbreaks in the United Kingdom† Outbreak Estimate 95% confidence interval London (1893) 0.00477 0.00343 0.00675 Liverpool (1902-3) 0.01211 0.00990 0.01490 Dewsbury (1904) 0.00680 0.00432 0.00928 † Refer to Tables S5-7 for data and to the Materials and Methods in the main text for explanations. -8- Table S3. Age and vaccination status of smallpox cases during an outbreak in London in 1870s Vaccinated nv Unvaccinated nu 0-10 664 (664.0) 1,187 (1,187.0) 11-20 3,440 (3,440.0) 521 (521.0) 21-25 1,399 (1,393.4) 174 (179.6) 26-30 834 (831.8) 105 (107.2) 31-40 810 (808.7) 103 (104.3) 41-50 300 (309.1) 49 (39.9) Age a (years) The observed total numbers of vaccinated and unvaccinated cases (nv and nu) were obtained from the records of ref. S1 -9- Table S4. Age and vaccination status of smallpox cases during an outbreak in Sheffield in 1887-8 Age a (years) Vaccinated nv Unvaccinated nu 0-9 340 (341.7) 426 (424.3) 10-19 2,034 (2,029.8) 380 (384.2) 20-29 1,579 (1,595.8) 169 (152.2) 30-39 677 (670.4) 56 (62.7) 40-49 250 (242.4) 15 (22.7) The observed total numbers of vaccinated and unvaccinated cases (nv and nu) were obtained from the records of ref. S2 - 10 - Table S5. Age, vaccination status, and severity of disease during an outbreak in London in 1893 Age a (years) 0-4 nv Vaccinated cases n vm n vs 6 (8.2) 50 (50.7) 10-14 139 (132.3) Unvaccinated cases n um n us 148 (145.8) 54 (55.7) 5-9 nu 2 (0.3) 207 (205.7) 65 (66.3) 83 (83.9) 30 (29.1) 124 (123.3) 66 (72.7) 396 (394.8) 6 (7.2) 15-19 263 (266.4) 47 (43.6) 20-24 335 (343.0) 319 (322.5) 16 (12.5) 39 (31.0) 27 (24.7) 12 (14.3) 25-30 242 (244.7) 230 (229.8) 12 (12.2) 24 (21.3) 14 (14.1) 10 (9.9) 31-34 211 (207.0) 200 (196.1) 11 (14.9) 14 (18.0) 5 (7.1) 9 (6.9) 35-39 148 (141.7) 134 (134.6) 14 (13.4) 6 (12.3) 3 (2.7) 3 (3.3) 40-49 148 (148.1) 136 (135.5) 12 (12.5) 13 (12.9) 7 (7.3) 6 (5.7) The observed numbers of total (nv and nu), mild (nvm and num) and severe cases (nvs and nus) were obtained from ref.S3 - 11 - Table S6. Age, vaccination status, and severity of disease during an outbreak in Liverpool in 1902 Age a (years) nv Vaccinated cases n vm n vs nu Unvaccinated cases n vm n vs 0-4 7 (10.8) 7 (6.8) 0 (0.2) 55 (51.2) 6 (12.3) 49 (42.7) 5-9 34 (27.8) 31 (31.9) 3 (2.1) 26 (32.2) 6 (7.1) 20 (18.9) 10-14 62 (62.0) 54 (53.7) 8 (8.3) 31 (31.0) 9 (1.3) 22 (29.7) 15-19 103 (105.5) 89 (87.0) 14 (16.0) 30 (27.5) 1 (5.6) 29 (24.4) 20-29 333 (334.1) 249 (237.9) 84 (95.1) 42 (40.9) 11 (0.0) 31 (45.9) 30-39 248 (244.0) 163 (171.1) 85 (76.9) 14 (18.0) 0 (1.4) 14 (12.6) 40-49 101 (103.7) 63 (68.1) 38 (32.9) 10 (7.3) 1 (2.2) 9 (7.8) The observed numbers of total (nv and nu), mild (nvm and num) and severe cases (nvs and nus) were obtained from ref. S4 - 12 - Table S7. Age, vaccination status, and severity of disease during an outbreak in Dewsbury in 1904 Age a (years) nv Vaccinated cases n vm n vs nu Unvaccinated cases n vm n vs 0-4 1 (0.4) 1 (1.0) 0 (0.0) 44 (44.6) 26 (26.0) 18 (18.0) 5-9 2 (2.2) 2 (2.0) 0 (0.0) 48 (47.8) 32 (32.0) 16 (16.0) 10-14 9 (8.9) 26 (27.5) 3 (1.5) 61 (60.2) 64 (64.8) 65 (65.1) 15-19 20 (21.2) 60 (58.8) 20-24 42 (41.1) 37 (37.8) 5 (4.2) 46 (46.9) 14 (13.7) 32 (32.3) 25-29 45 (45.9) 40 (40.0) 5 (4.9) 25 (24.1) 9 (9.0) 16 (16.0) 30-39 93 (90.8) 79 (79.6) 14 (13.4) 21 (23.2) 7 (6.8) 14 (14.2) 40-49 57 (58.5) 46 (43.3) 11 (13.7) 15 (13.6) 1 (1.3) 14 (13.7) The observed numbers of total (nv and nu), mild (nvm and num) and severe cases (nvs and nus) were obtained from ref. S5 - 13 - Table S8. Age and vaccination status of smallpox cases during an outbreak in London in 1929. Age a (years) Vaccinated nv Unvaccinated nu 0-4 0 (0.2) 379 (378.8) 5-9 0 (1.3) 668 (666.7) 10-14 3 (3.5) 587 (586.5) 15-19 9 (7.0) 440 (442.0) 20-24 12 (9.1) 218 (221.0) 25-29 12 (15.8) 156 (152.2) 30-34 27 (24.7) 93 (95.3) 35-39 37 (38.2) 62 (60.8) 40-44 49 (50.5) 37 (35.5) 45-49 69 (66.8) 22 (24.2) 50-54 46 (47.3) 13 (11.7) 55-59 45 (44.0) 9 (10.1) 60-64 13 (13.0) 3 (3.0) 65-69 6 (5.7) 1 (1.3) 70-74 4 (4.9) 2 (1.1) The observed total numbers of vaccinated and unvaccinated cases (nv and nu) were obtained from the records of ref. S6 - 14 -