Z-bias

See also M bias and Statistical bias, Causal inference

• Wooldridge2016should: “I show that for a linear model and estimating a coefficient on an endogenous explanatory variable, adding covariates that satisfy instrumental variables assumptions increases the amount of inconsistency”
• Ding2017instrumental: “Previously, theoretical results for this phenomenon have been established only for linear models. We fill this gap in the literature by providing a general theory”