The sampling variance of the estimator is Var(β^MTAG,j,t−βj,t)=1ωt′ωtt(Ω−ωtωt′ωtt+∑j)−1ωtωtt.For each trait t, the standard error of the estimate is the square root of this quantity. As is standard, we obtain a P value using the fact that in large samples, β^MTAG,j,t divided by its standard error follows a standard normal distribution under the null hypothesis.
