Genomic SEM was performed using GWAS summary statistics in the genomicSEM and lavaan R packages.44 Exploratory factor analyses (EFA) were performed on 16 traits simultaneously (MDD-META [the main phenotype of interest for this study], attention deficit hyperactivity disorder, anorexia nervosa, bipolar disorder, cannabis use disorder, cognitive performance, depressive symptoms, educational attainment, anxiety symptoms, neuroticism, posttraumatic stress disorder, problematic alcohol use, reexperiencing, risk tolerance, risky behavior, and schizophrenia). EFAs were performed for 1 through N factors until the addition of factor N contributed less than 10% explained variance to the model. Confirmatory factor analysis was performed using the diagonally-weighted least squares estimator and a genetic covariance matrix of munged GWAS summary statistics for all 16 phenotypes based on the 1000 Genome Project Phase 3 European linkage disequilibrium reference panel.
