SHet Distribution
Distribution of the test statistic SHet under three scenarios: trait correlation is 0 (A and B), trait correlation is 0.25 (C and D), and trait correlation is 0.5 (E and F). We generated 5 cohorts, each with sample size 3,000, with no overlapping samples between cohorts. Left panel is the histogram of SHet based on 100,000 replications and the red curve represents the theoretical distribution gamma(α,β), where α,β are the shape and scale parameters that were estimated by matching the first two moments. Right panel is a QQ plot of SHet.