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Social Isolation and Psychological Distress During the COVID-19 Pandemic: A Cross-National Analysis

Abstract Background and Objectives The coronavirus disease 2019 (COVID-19) pandemic resulted in social isolation globally, creating heightened levels of stress and anxiety. This study investigates the link between social isolation and mental well-being in later life, and how it varies across countries. Research Design and Methods We draw on a subset of older adults from Global Behaviors and Perceptions in the COVID-19 pandemic, a unique global online survey of 13,660 participants from 62 countries. We use mixed-effects models to analyze the data. Results Social isolation (distancing) significantly predicts poor mental health operationalized as coronavirus-induced distress (p < 0.01). At the aggregate level, average distress varies positively across countries with higher numbers of coronavirus-related deaths (p < 0.10) and more fragile state capacity (p < 0.05), while varying negatively across those with more stringent anti-coronavirus policies (p < 0.05). Finally, we report several cross-level interactions between social isolation and the total number of deaths (p = 0.025), policy stringency (p =0.065), state fragility (p = 0.061), and globalization index (p = 0.071). Discussion and Implications Our study shows that a proper understanding of the impact of COVID-19 on the mental well-being of older adults should consider the moderating role of national context.

A c c e p t e d M a n u s c r i p t 4 that individual pathology is conditioned by social dynamics, and that large-scale social crises may take a toll on individual health and well-being through depleting social integration (Durkheim, [1897(Durkheim, [ ] 1951. A wealth of evidence supports this perspective by demonstrating that the lack of social connectedness and companionship may be detrimental to health and well-being (York Cornwell & Waite, 2009). We extend this perspective to social isolation caused by the COVID-19 pandemic and its deleterious consequences for mental health in later life.
While movement restrictions mandated by governments helped to slow the spread of the virus (Roberton et al., 2020), they have contributed to increasing social isolation and loneliness generally and particularly for the older generation (Krendl & Perry, 2020;van Tilburg et al., 2020), which can in turn adversely impact mental health (Giallonardo et al., 2020). In line with this observation, a systematic review based on 24 papers across 10 countries regarding the psychological repercussions of quarantine during previous global disease outbreaks (e.g., SARS, Ebola, H1N1 influenza) suggests that the COVID-19 pandemic may also present self-isolation as a serious risk factor (Brooks et al., 2020). These empirical results imply that social isolation induced by the outbreak of COVID-19 may be especially detrimental to older adults as they tend to have smaller social networks than their younger counterparts (Charles & Carstensen, 2010).
The present study seeks to contribute to the existing scholarship in the following way.
Although a nascent body of research documents that social isolation due to government lockdown raises COVID-related distress among older adults (Krendl & Perry, 2020), this literature does not offer general claims about the global population of older adults, since most findings are based on (intra-national) case studies. That is, the lack of evidence precludes a clear understanding of how the experiences of physical distancing affect the mental health of A c c e p t e d M a n u s c r i p t 5 older persons across countries. To overcome this limitation, we investigate the link between social isolation and coronavirus-induced distress by using large cross-national data. Our results thus help advance the literature by providing a broader level of generalization of this crucial link in later life.
In addition, we contribute to the literature by assessing how negative psychological effects of social isolation differ by national contexts. Undoubtedly, the COVID-19 outbreak has impacted people differentially not only according to who they are (socioeconomic and demographic factors) but also where they live (country-level factors). However, previous research has overwhelmingly emphasized the former, i.e., variables such as gender, race and income (Garcia et al., 2020;Raisi-Estabragh et al., 2020). That is, most existing findings focus on how the health consequences of the COVID-19 pandemic vary by individual-level characteristics. Consequently, less is known about the ways in which contextual factors condition the impact of the new coronavirus on individual health and well-being.
To bridge this gap, our study shifts the analytic attention to how and the extent to which measures of national context modify the relationship between social isolation and coronavirus-induced distress in later life. We focus on four contextual measures: 1) the number of deaths due to COVID-19, 2) how effectively anti-coronavirus measures (shutting down schools, banning public gatherings, limiting travels, etc.) have been instituted. 3) how "strong" or "capable" the government is, and finally 4) how globalized the country is. We select these factors as they may serve as either a stressor or a stress-buffer in the context of the COVID-19 pandemic. Below, we provide a theoretical rationale for their moderating effects regarding the link between social isolation and coronavirus-induced psychological distress in later life.
A c c e p t e d M a n u s c r i p t 6 First, we expect that the relationship between social isolation and psychological distress will be stronger in countries with more deaths due to COVID-19. As older adults watch and hear the news about high rates of mortality, they may worry about the real possibility of personally experiencing the same fate. Such concerns, often referred to as anticipatory stressors, can create anxiety and fear of infection (Pearlin & Bierman, 2013), which would ultimately exacerbate deleterious psychological effects of social isolation. Second, the link between social isolation and psychological distress will be weaker in countries with stricter policy measures. Living in a country with more restrictive measures mandated by the government can provide some assurance that the political leaders are "doing the right thing." And this assurance may act as a stress-buffer, mitigating the negative mental health consequences of social isolation.
Third, the association between social isolation and psychological distress will be mitigated in countries with limited state capacity. Individuals living in countries with stronger governments may have lower immunity to life stressors because their governments tend to provide them with better resources and support to properly address them. As a result, they may lack the opportunities to fully develop resilience to cope with stressful conditions, suggesting that social isolation might be more distressing for them. By contrast, residents of more fragile states tend to be exposed to a range of stressors. Given that they may have lower expectations of state authorities to provide adequate public health and safety, they are more likely to mobilize their own personal resources to deal with stressors. Hence, exposure to stressors may contribute to building toughness and resilience to hardships (Seery, Holman, & Silver, 2010). Consequently, they may better cope with stressors and thus are less vulnerable to social isolation due to physical distancing.
A c c e p t e d M a n u s c r i p t 7 Fourth, the relationship between social isolation and psychological distress will be stronger in countries that are more globalized. Since the novel coronavirus is highly contagious, a more open country can increase the fear and spread of the infection among its residents. This may lead to greater levels of anticipatory stressors that in turn amplify the positive relationship between social isolation and psychological distress. Taken together, our empirical analysis is guided by the following hypotheses: H1: Social isolation due to physical distancing is associated with greater levels of psychological distress.
H2: The positive relationship between social isolation and psychological distress is stronger in countries with more deaths due to COVID-19.
H3: The positive relationship between social isolation and psychological distress is weaker in countries with stricter policy measures.
H4: The positive relationship between social isolation and psychological distress is weaker in countries with limited state capacity.
H5: The positive relationship between social isolation and psychological distress is stronger in countries that are more globalized.

Data Source
Data are drawn from the Global Behaviors and Perceptions in the COVID-19 Pandemic (hereafter "GB&P COVID-19"), a unique international online survey originally consisting of more than 100,000 respondents from over 100 countries which was initiated by a consortium of researchers from a dozen academic institutions. Details of this study are described in the National Bureau of Economic Research (NBER) Working Paper (Fetzer et al., 2020a). GB&P COVID-19 was launched on March 20 th (and completed on April 5 th ) of 2020, when there were roughly 240,000 confirmed cases in the world, with 9,900 deaths due to the virus. Two weeks later, those numbers increased four-and five-fold, respectively, by which over 85 A c c e p t e d M a n u s c r i p t 8 percent of the countries sampled with more than 1,000 confirmed cases had adopted various measures of closure and restrictions. Data analyzed for the present study thus capture global public attitudes in the early and accelerating phases of the pandemic (between March 20 th and April 5 th ), during which governments faced challenges and difficulties of implementing anticoronavirus policies (Fetzer et al., 2020a). Data files and documentations are available at an open source repository (https://osf.io/3sn2k/). Case weights are applied to adjust the data to be representative of age, gender, education, and income between survey respondents and the general population in each country. In constructing the weights, GB&P COVID-19 uses information on the population structure from the United Nations statistical agency and the Gallup World Poll data for income (see Fetzer et al., 2020b).

Sample Selection
After excluding countries with less than 100 survey participants and using listwise deletion of cases with missing values, our effective sample size is 13,660 older adults nested in 62 countries. Since we analyze an older subsample, a significant number of countries in the models consist of sample sizes smaller than 100. We retain them in the analysis since small cluster sizes do not lead to serious bias in estimating random effects (Austin & Lecki, 2018).
In selecting our subsample we used a cut-off point of 55 years and older, consistent with the guidelines in major surveys including the National Social Life, Health, and Aging Project (NSHAP) and the Survey of Health, Ageing, and Retirement in Europe (SHARE).

Variables
The outcome measure (COVID distress) is operationalized using multiple survey items asking respondents about their psychological state during the coronavirus pandemic: "To which extent do the following statements apply to you right now? A. We also include these additional confounders for a stringent test of the relationship between social distancing and the outcome variable. The first is co-morbidities ("Please consider the following list of health conditions: A. cardiovascular diseases; B. diabetes; C.
hepatitis; D. chronic obstructive pulmonary disease; E. chronic kidney disease; F. and cancer.
How many of these conditions do you have?"). Perceived infection is another, a subjective assessment of the (logged) number of confirmed COVID-19 cases in the country at the time of the survey. Third, we add a variable (Transparency) to adjust for people's trust in government based on the item that asks, "How factually truthful do you think your country's A c c e p t e d M a n u s c r i p t 10 government has been about the coronavirus outbreak?" (1 = very untruthful, 2 = somewhat untruthful, 3 = neither truthful nor untruthful, 4 = somewhat truthful, and 5 = very truthful).
Lastly, we include Public Insufficiency ("Do you think the reaction of your country's public is appropriate, too extreme, or not sufficient?") coded on a 5-point scale (e.g., 1 = too extreme, 3 = appropriate, 5 = not at all sufficient) that may confound the main association under investigation.  where (q = 1, 2,…, ) are the L2 coefficients; is a L2 predictor; and is the L2 random effect.
We first run a series of random intercept models in examining the direct link between Social isolation and COVID distress. We then estimate a set of random coefficient models in testing cross-level interaction terms by allowing the slope for the lower-level term to vary across countries, a critical requirement to generate unbiased point estimates and reliable tratios (Heisig & Schaeffer, 2019). In  Before running multilevel analysis, we first calculate the intraclass correlation (ICC) to check the degree of clustering. Results from the unconditional model (Model 1 in Table 3) shows significant data dependence as indicated by the variance components and the ICC value. About 7.8 percent of the variance in the outcome variable occurs between countries.
Model 2 shows a bivariate analysis, according to which one-standard deviation increase in  <Insert Tables 3&4> We now turn to Table 4 to evaluate the four cross-level interaction effects corresponding to H2 through H5. Results derive from estimating random coefficient models that allow the slope for Social distancing to vary across the contextual units. All models adjust for the individual-level predictors discussed above. We also included National lockdown but as a background control only. In a separate analysis, an interaction term between National lockdown and Social distancing was found not to be statistically significant (available on request). Proceeding with hypothesis testing, according to Model 1, we find that the crosslevel interaction term is positive and significant, meaning the association between social isolation and distress is stronger in countries with higher death counts, in support of H2.
Findings in Models 2-4 conform to the direction of our expectations with respect to the coefficient sign, though the interaction terms are significant only at the p-value of 0.1, providing partial evidence for H3-H5. As Model 2 shows, the isolation-distress is weaker in the national context with more stringent lockdown policies. According to Model 3, it is similarly weaker in the national context characterized by greater state vulnerability; and, conversely, the relationship is stronger in globalized countries whose national borders are more open, as Model 4 indicates.
For visual illustration, we plotted the association between Social distancing and COVID distress as a function of Mortality, which is divided into three subcategories: low (25 th percentile), medium (50 th percentile) and high (75 th percentile). The three lines in Figure 1 correspond to them. Results are based on Model 1 in Table 4 with all other variables held at their means. The graph shows that, at the general level, social distancing is positively A c c e p t e d M a n u s c r i p t 15 associated with psychological distress among older adults cross-nationally. And this association is conditional on the pandemic-induced mortality. It is "weak" at or below the 25 th percentile (e.g., for Israel). It, then, rises to a "moderate" level at around the 50 th percentile (e.g., for Argentina), and "peaks" above the 75 th percentile (e.g., for United Kingdom). The main message of this finding is: national context measured in terms of mortality amplifies the deleterious impact of social isolation on psychological distress.

Discussion and Implications
The general connection between social isolation and poor mental health is well-established (Leigh-Hunt et al., 2017). Despite growing evidence, however, "little is known about the consequences of social distancing" in the current context of COVID-19 (Melo & Soares, 2020 interactions, we produced nuanced findings concerning the interplay between experiences of social isolation, national context, and coronavirus-induced anxiety. Our findings confirmed that social isolation is positively associated with psychological distress, supporting a Durkheimian notion that lack of social integration has deleterious consequences for mental health (Berkman et al., 2000). By using a global online survey, we conducted a comprehensive test of the association between social isolation and coronavirusinduced distress across national boundaries. In doing so, we provided a firmer ground for the generalizable claim that as social isolation increases, one's psychological distress increases in the wake of the COVID-19 pandemic. Our findings showed that while social distancing measures may help protect public health, they may have unintended negative consequences for mental health among older adults. As they likely have already suffered from a loss of interpersonal ties due to the pandemic, further social isolation triggered by the mandatory physical distancing orders can worsen the psychological burden on them.
We also found the magnitude of isolation-distress connection to be greater in countries with more coronavirus-induced deaths, less strict policy measures, higher state capacity, and higher levels of globalization. Given that COVID-19 is highly contagious, both being exposed to high mortality and residing in more globalized ("porous") countries may act as an anticipatory stressor, reinforcing the positive link between social isolation and psychological distress. In this regard, our findings help illuminate the process of stress amplification, where two stressors combine to exert multiplicative effects on mental health (Young & Schieman, 2012). In models not shown, we also discovered that using the rate, not number, of deaths did not yield similar results. This make sense since people are typically exposed to aggregate counts of "how many died" from COVID-19, not the percentage of deaths. By contrast, the isolation-distress association becomes lessened in the context of more stringent or effective Finally, the present analyses demonstrate that lower state capacity mitigates the relationship between social isolation and psychological distress during the current pandemic.
Individuals living in countries with weaker state capacity tend to be exposed to a host of stressors, which can help them build future resilience to adversities (e.g., toughening effects).
As a result, they would be better able to cope with social isolation induced by the COVID-19 pandemic, while the opposite would be the case in the context of stronger state capacity.
Taken together, the present study contributes to the literature by identifying various contextual factors that either exacerbate or buffer the detrimental effects of isolation on distress among older adults. Our findings regarding cross-level interactions, in short, suggest that the isolation-distress link is not evenly distributed across the older population at large.
Rather, the coronavirus-induced social isolation is differentially associated with psychological distress across countries.
Our study has some limitations that may provide avenues for future research. First, the cross-sectional design limits our ability to make definitive conclusions about causal ordering among focal measures. However, our argument that social isolation has a causal influence on psychological distress is predicated on a theoretical perspective that highlights the cost of social isolation (Berkman et al., 2000), from which we sought to illuminate how the effect of social isolation differs across national context. Hence, our reliance on cross-sectional data does not undermine the basic argument that national context modifies mental health outcomes associated with social isolation. Nonetheless, future research would benefit greatly from A c c e p t e d M a n u s c r i p t 18 using longitudinal data to better address the issue of temporal ordering in relation to our focal associations. Second, the data limitations do not allow us to precisely assess the mechanisms that contribute to the observed moderation patterns. For example, we maintain that anticipatory stressors triggered by the COVID-19 pandemic may play a role in the processes by which national context influences the relationship between social isolation and psychological distress. However, we are unable to directly evaluate this claim.
Third, the measures used in this study may be limited in gauging social isolation. The present analysis is predicated on the idea that social isolation is caused by social distancing.
With this assumption, we framed our paper around social isolation and its consequences for psychological distress during the pandemic. Yet, it is possible that older adults may exercise or experience high levels of social distancing but suffer from low levels of social isolation.
For instance, some can be socially integrated through various means such as digital technologies amid strict physical distancing measures. Therefore, to identify the true association between social distancing and psychological distress, we need to distinguish between older adults with high social distancing and high social isolation and those with high social distancing and low social isolation. Unfortunately, our data do not include items to make this distinction. More sophisticated survey instruments are required to disaggregate these groups and examine the nuanced interrelationships between physical distancing and mental health in later life.
Despite these limitations, the present study makes contributions to the literature by (1) analyzing the association between social isolation and coronavirus-induced distress using data from cross-national samples of older adults; and (2) assessing how this association is contingent on national context through multilevel modeling. By identifying the contextual factors that moderate the impact of social isolation on psychological distress, the present A c c e p t e d M a n u s c r i p t 19 study enhances our understanding of why some older adults who are socially isolated are better off in some contexts (countries) than others. In this regard, it offers novel findings on the macro-micro linkage between national context, social isolation, and mental health in later life. Finally, by specifying potential mechanisms underlying the contingent associations between social isolation and psychological distress during the COVID-19 outbreak, it may be possible to devise more effective ways to bolster the well-being of older adults. Our study serves to move forward this critical endeavor.
M a n u s c r i p t 23