We then applied our approach to the larger PGC wave 2 (PGC2) data sets for schizophrenia25 and bipolar disorder (see Methods section), which included the PGC1 data. To test whether the addition of more cohorts improved prediction accuracy, we estimate wMT-SBLUP predictors in the PGC2 data. Having shown the resemblance of wMT-SBLUP and MT-BLUP by theory, simulation and in the PGC1 data, we refrained from running a MT-BLUP model in the PGC2 data to avoid the computational burden of analysing the combined schizophrenia bipolar data set. For schizophrenia, there were 36 cohorts (26,412 cases and 32,440 controls in total) and for bipolar disorder there were 23 cohorts (18,865 cases and 30,460 controls in total). We conducted a cohort-wise leave-one-out cross-validation approach to examine variation in prediction accuracy across cohorts.