Hi Holly,
Its grat that you checked and did not simply assume the rg was 0. The generic correlation between the factor and MDD is proportional to the standardized loading. The residuals are uncorrelated to the factor by definition. If you could (you can't it's not identified) estimate the SNP effects on all the residual/indicators that might have gotten some kind of orthogonal effects. Currently the average SNP effect on ANX NEURO, PTSD are captured by INT ~ SNP, with specific deviations from those captured by mdd ~ SNP (such that the two always combien to perfectly recapitulate MDD ~ SNP). It is absolutely possible for mdd ~ SNP to be higher when INT ~ SNP is high and low when INT ~ SNP is low.
This is a long winded way of me saying that I don't know for sure that it should be 0 in.a model with some, but not all, SNP effects allowed. That being said, you chose to fix the loading form INT to MDD to 1, which basically means the SNP effects on int are scaled using MDD, this might in this case be working to your disadvantage in some way, as your looking for the residual for MDD? Not sure but I'd certainly try:
model <- "INT =~ mdd + anx + neuro + ptsd
INT ~~ 1*INT
Not sure that'll matter but it might? I assume your eventual goal is to establish some rg's with other traits? or do some other downstream analysis? you could see which of those you could run in GenomicSEM, because the act of doing a GWAS in GenomicSEM could recapitulate error/bias that does not exist in the SEM model itself. YOu can intuitively compare this to doing PRS analysis, the PRS analysis usually does not recapitulate the whole of h2_SNP because while the totl effects of all SNPs equals h2_SNP, the sum of their individual effects encodes errors, and biases. We shared his worry in the GWAS by subtraction paper and we ran all the rg's outside the sem model with LDSC and inside the sem model, and compared. I think we also tried to see if the rg with a holdout Cog GWAS was low/absent I believe. Should be somewhere in the supplements.