I haven't seen that one, that looks pretty impressive, especially for administering it in a single dose that is that large. That's definitely a good data point in favor that some of it is direct causation though.
Though I agree further study is warranted. The highest vitamin D group actually had the highest mortality after 84 days. Though this group also had the most pre-existing heart conditions by far, so that could account for it.
Ah, there was a second such study in the pdf. Mortality down by almost half.
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Intervention was carried out intramuscularly with 300,000 IU of vitamin D. Instead of 28 days only 18 days mechanical ventilation, instead of 29 only 19 on ICU, instead of 61% deaths only 36%.