We performed additional simulations to investigate the behaviour of the multivariable MR‐Egger method when X 2 is causally dependent on X 1, and the causal effect of X 1 on X 2 is γ (Figure 3). The total causal effect of X 1 on Y is θ 1+γ θ 2, consisting of the direct effect (θ 1) and the indirect effect via X 2(γ θ 2). See the Web Appendix for more details on the data generating model.
