The correlation structure among annotations can lead to a distribution of P values that is highly non-uniform with many P-values close to 0 or 1 (Figure 2). This is caused by our one-sided test for enrichment, testing whether the regression coefficient—which represents the change in per-SNP heritability due to a given annotation, beyond what is explained by the set of all genes as well as the baseline model—is positive. The P-values near 0 occur due to correlated annotations with true signal, and the P-values near 1 occur due to annotations without true signal that, conditional on the baseline model, are negatively correlated to annotations with true signal as a consequence of our construction of sets of specifically expressed genes; these annotations thus have negative regression coefficients.
