For a complete description of the model selection procedure, see Supplementary Information section 3. In summary, prior to Genomic SEM, we first applied hierarchical clustering to a matrix of LD Score genetic correlations, which identified three (k) clusters (Supplementary Table 5). An exploratory factor analysis benchmarked four factor models, specifying one to four (k + 1) latent factors, with the aim to best explain the genetic correlations amongst the 11 phenotypes (Supplementary Table 6). The three-factor solution was determined to be the best-fitting exploratory model, which aligned with the hierarchical clustering.
