Statistical analysis

Spearman test was used for correlation analysis and Mann–Whitney U test and Wilcoxon test were used for all the density, location and proliferation analyses. To determine differences in the distribution of TIL levels or immune cell density across subgroups Mann–Whitney U and Kruskal–Wallis test were used according to number of subgroups. Significant changes in sTILs or immune cell density between two timepoints were determined using paired Wilcoxon tests. The association of each variable with pCR was determined by univariate logistic regression analysis. As per study protocol, pCR was defined as the absence of residual invasive cancer in the breast following neoadjuvant therapy (ypT0/is). OR with a 95% confidence interval were estimated. All statistical tests were two-sided and considered significant when p < 0.05.

When recapitulating TIL dynamics across the three timepoints, any increase/decrease in sTIL levels were taken into account and sTILs were only defined as unchanged if the same % of TILs were present at two subsequent timepoints.

To identify genes whose expression was significantly different according to sTIL levels as a continuous variable, we used a quantitative SAM analysis with an FDR < 1%. Pearson correlations were used to evaluate the association of expression of a single gene with sTILs expression. Biologic analysis of gene lists was performed with DAVID annotation tool (http://david.abcc.ncifcrf.gov/)¹⁹.

All statistical analyses were performed using the R software 3.6.1.