Supplementary information 1. Methods for enrichment test Functional variants have direct impact on gene expression and function. Putative set of functional variants containing polymorphisms with direct impact on the gene expression and function that is related to the phenotype are expected to be enriched in association signals. We test the enrichment in low p-values of functional variants using two complementary statistics: i) Simes1 test and ii) a VEGAS-like2 sum of squares test (SST). Simes test is a generalization of the Bonferroni multiple testing adjustment and, intuitively, is useful to detect enrichment in group of variants having a few, but strong, signals. It is well known that Simes tests can be rather conservative for SNPs in high linkage disequilibrium1. However, for testing enrichment in a set of variants (e.g. promoter and methylation SNPs) with a relatively small number of SNPs spread over many regions in the genome, the conservativeness of this test should be rather minimal. SST is likely to be useful in detecting enrichment in a set of variants having many signals of small effect2. GWAS of large studies, e.g. PGC3, are known to yield a fair number of statistical significant signals. Besides these significant signals, GWAS also harbor many small and moderately large signals spread over the entire genome4. Thus, the statistics from a large GWAS, are already enriched in small p-values. Consequently, to be considered as candidate to containing causal variants, a putative set of variants should be enriched for association signals "above" the background enrichment of the GWAS. For the Simes test this objective is simply achieved by substituting the relative ranks of the absolute statistics for the GWAS p-values. Assume are the univariate statistics from the GWAS. Let be the rank of taken in decreasing order. Then, the relative rank "p-values" are and their relevant subset is used in deriving the background adjusted Simes test for the putative set of variants. The adjustment for background enrichment of SST is much more complex than the one for the Simes test. Let SST statistic for the entire genome be that . It follows , i.e. SST statistics behave like the sum of non-central variables having non-centrality parameter non-centrality parameter is estimated as . Based on the scan statistics, the . Consequently, under the null hypothesis of no enrichment above the GWAS background, the distribution of the square of a univariate scan statistic should be assumed to be , not a central . Assume that the statistics associated with SNPs in the putative set of variants are the first statistics in the scan, i.e. . Then the SS statistic associated with this set of variants is . If the number of SNPs is large enough for the Central Limit Theorem to provide a reasonable distributional assumption, under the null hypothesis of no enrichment above GWAS background, is approximately a normal variable with mean and variance , i.e. . To test for enrichment above background in the putative set of variants, we compute the normally distributed statistic and test vs. . The only unknown is which can be estimated with reasonable accuracy from LD of reference genotype data, e.g. European subjects from 1000 Genomes 5 available in Mach6 and Impute7 databases. However, most tested set of variants do not have the very large number of SNPs needed to ensure that the Central Limit Theorem provides a good approximation for the distribution of the enrichment statistic, . Consequently, we assess the statistical significance of via 50,000 simulations assuming that the LD structure between selected SNPs is the one estimated from the European subjects of 1000 Genomes project. In more detail, similar to VEGAS2, the statistics associated with SNPs on a chromosome are assumed to have a multivariate normal distribution with the variance matrix equal to the correlation between SNPs' genotypes. 2. Network analyses For network analysis of the shared SNPs between promoter and methylation and between promoter and eQTL groups, we first mapped these SNPs to corresponding genes. The genes were subsequently overlaid onto a global molecular network developed based on the Ingenuity Pathways Knowledge Base and subnetworks of these genes were extracted from the global network based on their connectivity using the algorithm developed by Ingenuity Pathways Analysis (IPA) (http://www.ingenuity.com/). For each subnetwork, IPA computes a score, which is derived from the P-value of Fisher's exact test and indicates the likelihood of the interest genes being found together in a network compared to that found by chance. The enriched subnetworks were identified if their scores were greater than 3 (i.e. P < 0.001). For each subnetwork, we included the top 3 biological functions provided by IPA to represent the subnetwork’s functions. 3. Acknowledgement The summary statistics of PGC schizophrenia,8 bipolar disorder,9 and major depression10 were obtained from https://pgc.unc.edu/Sharing.php#SharingOpp. We are grateful to the PGC investigators who produced and analyzed these datasets. References 1. Li MX, Gui HS, Kwan JS, Sham PC. GATES: a rapid and powerful gene-based association test using extended Simes procedure. Am J Hum Genet 2011; 88: 283-293. 2. Liu JZ, McRae AF, Nyholt DR, Medland SE, Wray NR, Brown KM et al. A versatile gene-based test for genome-wide association studies. Am J Hum Genet 2010; 87: 139-145. 3. Ripke S, Sanders AR, Kendler KS, Levinson DF, Sklar P, Holmans PA et al. Genome-wide association study identifies five new schizophrenia loci. Nat Genet 2011; 43: 969-976. 4. 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