To assess the merits of using multivariable MR‐Egger over multivariable IVW and univariable MR‐Egger in realistic settings, we perform a simulation study. Univariable and multivariable MR‐Egger will be compared with respect to the consistency of the causal estimates and statistical power to detect the causal effect. The setup of the simulation study corresponds to the applied example in Section 3 and will be considered under 2 broad scenarios: (1) βXk are generated independently for all k=1,2,…,K; and (2) βXk are correlated for all k=1,2,…,K.
