For the zero-order genetic covariance matrix, we would expect the annotation including all SNPs—i.e. the genome-wide annotation—to reflect the weighted linear combination of the generating covariance matrices specified for the six causal annotations, with weights equal to the proportion of all SNPs contained in each of the corresponding causal annotations. For each of the six causal annotations, we expect the zero-order covariance matrix for the corresponding annotation to be a linear combination of that annotation’s population-generating matrix and the remaining annotations’ population-generating matrices weighted by the proportion of SNPs overlapping across the annotations. To test these expectations, we created average observed covariance matrices across the 100 simulations for the genome-wide annotation and six causal annotations. The estimated S0 genome-wide covariance matrix approximately reflected an additive mixture of the six population generating covariance matrices, and was estimated with minimal bias (absolute value of mean discrepancy = 0.004; Supplementary Fig. 8). In addition, the observed covariance matrices for each of the causal annotations were minimally biased relative to the generating population (Supplementary Table 7).
