In the situation where the identity of individual genetic variants affecting the biological intermediate are unknown, a genome-wide allelic score can be used to proxy the trait of interest. In this situation we recommend employing the strictest p-value inclusion threshold in construction of the genome-wide allelic score that maximizes the amount of variance explained in the biological intermediate. In this way, the amount of variance explained in the intermediate is maximized, whilst simultaneously attempting to minimize the number of SNPs with pleiotropic effects that go into construction of the score. Since the potential for spurious association due to pleiotropy is particularly high when using hundreds or thousands of SNPs, we recommend that if genome-wide scores are used, that their results are cautiously interpreted and followed up with care.