Z scores were created to allow comparison across sites on variables with different metrics in regression models, including psychosocial adjustments, responsive caregiving, learning opportunities, and environmental, child, and total cumulative adversities scores. Constructs were comparable across datasets, but were not pooled due to measurement and contextual differences. Variables were standardised to not force linearity in models testing interaction between adversities scores and nurturing variables. in Appendix 2 (p 2) provides the standardised values in mean Z scores of the analytical sample in addition to the descriptive statistics for the 1993 Pelotas and Bt20+ cohort. Full information maximum likelihood estimation was used to account for missing information in the cumulative adversities score items (maternal height, mental health, and child length-for-age Z score at 12 months were missing for 415 [30%], 526 [38%], and 615 [44%] participants, respectively, in the Bt20+ cohort). Other cumulative adversities items had less than 2% missing data. Models using listwise deletion yielded similar results, indicating that data were missing completely at random (in appendix 2 pp 8–10). Continuous variables were tested for differences between included and excluded cases using linear regression models. In the 1993 Pelotas and Bt20+ cohorts, participants with valid pre-school data were very similar to those with missing data (in appendix 2 p 3). We observed differences between included and excluded cases in maternal age in both sites; therefore, we did a sensitivity analysis to account for such differences in maternal age.

We used multivariable linear regression models with full information maximum likelihood to examine associations between early cumulative adversities and adolescent human capital controlling for child sex. Multivariable linear regression models were used to examine associations between responsive caregiving and learning opportunities and adolescent human capital, controlling for total cumulative adversities. To examine whether responsive caregiving and learning opportunities modified associations between cumulative adversities and adolescent human capital, we included interaction terms between the cumulative adversities scores (total, environmental, and child) and the nurturing home environment score. If the interaction term was statistically significant, we plotted the moderating variable (nurturing) as low, medium, or high (ie, −2 Z score, mean, +2 Z score, respectively), and tested the slope of the predictor variable (adversities) to identify the association driving the interaction. Our model specification checks, including assessment of model residuals, revealed that all normality assumptions were met with continuous outcomes. Effect modification by sex was tested in all models with a three-way interaction term among nurturing variables, cumulative adversities scores, and sex. These interaction terms were not statistically significant; thus pooled results are presented, adjusted for sex. Statistical analyses were done using Stata, version 15.1.

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