The results from the additional simulations are provided in Web Table A3 and Web Table A4. In scenarios where there was no bias in the original set of simulations, the multivariable IVW and multivariable MR‐Egger methods consistently estimated the direct effect of X 1 on Y(θ 1), while the univariable MR‐Egger method consistently estimated the total causal effect of X 1 on Y(θ 1+γ θ 2). Compared to the results in Section 4.1 precision and power to detect a causal effect were reduced for the multivariable IVW and multivariable MR‐Egger methods. This reduction in power was anticipated since the multivariable models condition on the mediator along a causal pathway, which is known to decrease power to detect a causal effect.28
