Proteome-wide association study (PWAS) integrating proteomics data with GWAS summary data is a powerful tool to identify risk genes for complex diseases. These genes can inform disease mechanisms with genetic effects mediated through protein abundance. We propose a novel omnibus method to further improve PWAS power by modeling unknown genetic architectures with multiple statistical models. We applied TIGAR, PrediXcan, and FUSION to train protein abundance imputation models for 8,430 proteins from dorsolateral prefrontal cortex with whole genome sequencing data (n=355). Next, the trained models were integrated with GWAS summary data of Alzheimer's disease (AD) dementia (n=~70K) to conduct PWAS. Last, we employed the Aggregated Cauchy Association Test to obtain omnibus PWAS (PWAS-O) p-values from these three tools. PWAS-O identified 43 risk genes of AD dementia that were interconnected into a protein-protein interaction network including TOMM40, APOC1, and APOC2. It detected 5 novel genes missed by GWAS and TWAS. PWAS-O can be applied to characterize underlying genetic mechanisms for diverse diseases.