In addition to prediction accuracy, we assessed the calibration of polygenic prediction methods by regressing the true phenotype onto the PRS predictor and inspecting the regression slope. A slope close to one indicates that a predictor is correctly calibrated. Consistent with predictive performance, as the training sample size grows, our Bayesian approach provides the best calibration among all methods examined (Supplementary Table 7). PRS-CS-auto is particularly well calibrated for large training sample sizes, because it automatically learns the sparseness of the genetic architecture from data and adjusts for the LD structure accordingly.