Genomic selection holds a great promise to accelerate plant breeding via early selection before phenotypes are measured, and it offers major advantages over marker-assisted selection for highly polygenic traits. In addition to genomic data, metabolome and transcriptome are increasingly receiving attention as new data sources for phenotype prediction. We used data available from maize as a model to compare the predictive abilities of three different omic data sources using eight representative methods for six traits. We found that the best linear unbiased prediction overall performs better than other methods across different traits and different omic data, and genomic prediction performs better than transcriptomic and metabolomic predictions. For the same maize data, we also conducted genome-wide association study, transcriptome-wide association studies and metabolome-wide association studies for the six agronomic traits using both the genome-wide efficient mixed model association (GEMMA) method and a modified least absolute shrinkage and selection operator (LASSO) method. The new LASSO method has the ability to perform statistical tests. Simulation studies show that the modified LASSO performs better than GEMMA in terms of high power and low Type 1 error.