For a pair of phenotypes and a set of tissues/cell types, we defined the enrichment correlation to be the correlation between the regression coefficients corresponding to each tissue/cell type. We estimated the enrichment correlation by correlating the estimates of the regression coefficients, and we quantified uncertainty via block jackknife over 200 sets of consecutive SNPs. We note that when the number of tissues/cell types included is small, the true underlying enrichment correlation may be large even though there is no relationship between the two phenotypes, so we only estimate enrichment correlations when there are at least 10 tissues or cell types.
