Genome-wide association study (GWAS) analyses have identified thousands of associations between genetic variants and complex traits. However, it is still a challenge to uncover the mechanisms underlying the association. With the growing availability of transcriptome data sets, it has become possible to perform statistical analyses targeted at identifying influential genes whose expression levels correlate with the phenotype. Methods such as PrediXcan and transcriptome-wide association study (TWAS) use the transcriptome data set to fit a predictive model for gene expression, with genetic variants as covariates. The gene expression levels for the GWAS data set are then 'imputed' using the prediction model, and the imputed expression levels are tested for their association with the phenotype. These methods fail to account for the uncertainty in the GWAS imputation step, and we propose a collaborative mixed model (CoMM) that addresses this limitation by jointly modelling the multiple analysis steps. We illustrate CoMM's ability to identify relevant genes in the Northern Finland Birth Cohort 1966 data set and extend the model to handle the more widely available GWAS summary statistics.