The CDC started a vaccine monitoring program back at the very beginning of the COVID shot rollout in December of 2020. You might remember it; the program was called V-safe. People were asked to install the V-safe app on their smartphones and then self-report if they have any negative effects from the experimental mRNA shots, which were released to the public under an Emergency Use Authorization from the FDA.
A lot of people were eager to help, because world governments had scared many folks very badly over the virus. Many thought that the COVID shots were a medical miracle in late 2020. So, more than 10 million people downloaded V-safe on their smartphones, and then proceeded to get vaccinated.
That's a huge sample size for a medical study. With 10 million people participating in the V-safe self-reporting system, it gives an extremely accurate statistical model to use when studying the 230 million Americans who have had at least one COVID shot.