Studies that look for an association between a genetic variant and a trait are often inconsistent, finding an association in some studies or some populations, but not others. This could be for a number of reasons-- small samples sizes, heterogeneity, or difficulty quantifying the trait, among other things. Or it could simply be that there's no association to find.

However, it's certainly strong evidence for an association if inducing the variant allele in a mouse also induces the trait you're looking at. This paper does an excellent job of that, pretty much conclusively settling the issue of whether a variant in a certain brain-expressed gene is invloved in anxiety. Mice without the variant are normal, mice with the variant display more anxious behavior (avoiding the middle of an open area, for example). Simple as that.

The causal allele is present at a frequency of 20-30% in Caucasian populations, so it is perhaps a large contributor to normal human variation in anxiety. And it's also perhaps a prelude to finding common alleles that explain some of the variation of other cognitive phenotypes.