Phenotypic correlations were estimated using proc corr in SAS version 9.4 (SAS Institute, 2002–2010; see Table 1). Subsequently, phenotypic structural equation models (similar to the biometric models) were fitted to determine the proportions of covariance between MDD and AUD that were attributable to SR and CON. Estimates from the quadrivariate model suggested that MDD and AUD were comparably correlated among men (r = 0.34, 95% CI 0.20–0.48) and women [r = 0.32, 95% CI 0.22–0.42)]†,1. The correlation between SR and CON was higher among men [0.14 (0.08–0.19)] than women [0.06 (0.01–0.10)]. Among men, a statistically significant proportion of the correlation between MDD and AUD was accounted for by variance specific to SR [0.31 (0.18–0.44)] and CON [0.20 (0.07–0.33)]. Similar estimates were obtained among women [SR = 0.27 (0.14–0.40); CON = 0.19 (0.06–0.33)]. Therefore, there was evidence that CON explains unique covariation between MDD and AUD, above what is explained by SR. A small proportion of the correlation was also due to variance common to SR and CON. In total, variance unique to and shared by SR and CON explained approximately