We created approximate SBLUP effects \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\left( {\widehat {\bf{b}}_{{\mathrm{SBLUP}}}} \right)$$\end{document}b^SBLUP using the OLS SNP effects from Eq. (5) and the ARIC data as an LD reference using Eq. (11) and set the shrinkage parameter, λ, to 1,300,000 for schizophrenia and to 2,000,000 for bipolar disorder, corresponding to observed scale SNP heritability estimates of 0.43 and 0.33 for schizophrenia and bipolar disorder, respectively. We then used the PLINK “--score” function to turn SNP effects \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\left( {\widehat {\bf{b}}_{{\mathrm{SBLUP}}},\widehat {\bf{b}}_{{\mathrm{GWAS}}}} \right)$$\end{document}b^SBLUP,b^GWAS into individual predictors \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\left( {\widehat {\bf{g}}_{{\mathrm{SBLUP}}},\widehat {\bf{g}}_{{\mathrm{GWAS}}}} \right)$$\end{document}g^SBLUP,g^GWAS for each meta-analysed schizophrenia or bipolar disorder cross-validation set. For the multi-trait weighting, we estimated the heritability of schizophrenia and bipolar disorder and their genetic correlation using LD score regression from publicly available PGC2 schizophrenia summary statistics and the PGC1 bipolar disorder summary statistics. These estimates were then used to calculate the index weights of Eq. (15) for the weighted multi-trait SBLUP predictors \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\left( {\widehat {\bf{g}}_{{\mathrm{wMT}} - {\mathrm{SBLUP}}},\widehat {\bf{g}}_{{\mathrm{wMT}} - {\mathrm{GWAS}}}} \right)$$\end{document}g^wMT-SBLUP,g^wMT-GWAS of SCZ and BIP, and these were not altered between different cross-validation sets.