For neuroticism, univariate PGSs were constructed in data from the Generation Scotland study using summary statistics for the 12 neuroticism items, the Genomic SEM factor of items, the three neuroticism parcels, the Genomic SEM factor of parcels, and the neuroticism sum score. We used PGSs to predict a sum score composed of the same neuroticism items administered in UKB. We also calculated mean χ2 values for each of these summary statistics, which we used to infer their relative power. Of all the summary statistics considered, summary statistics derived from a Genomic SEM analysis of a common factor of the neuroticism items produced both the largest mean χ2 in the summary statistics and predicted the greatest variance in the out-of-sample phenotype (Supplementary Figure 21). In both cases, the superior performance of Genomic SEM analysis of the common factor of items relative to the sum score of the items is likely, in part, a reflection of the fact that the sum score in UKB was created using listwise deletion, resulting in a reduced sample size of 274,008. Conversely, Genomic SEM uses all
