Our study has a few limitations. First, we looked only at the performance of PRSs in independent validation datasets, so our results do not inform the construction of PRSs to be used in the same study (e.g., a Mendelian Randomization study). Furthermore, the independent validation study in our data analysis, WHI, only includes female participants, while our training studies, EA GWAS results and the HCHS/SOL, included both males and females. As gene-sex interactions likely exist, the PRSs constructed using the general population may not be optimal for women. However, this is unlikely to introduce any systematic biases to the SNP selection and SNP weights calculation procedures, so the relative performance of the PRS construction approaches should not be impacted. We did not investigate the entire literature for each trait and then investigate each of those loci separately, as is sometimes done in practice, but instead applied the same algorithm to each trait, based on two reference GWASs. While the first approach is useful for investigators who work with a single PRS and want to optimize it, it is also more
